Analysis of Integrated and Co-integrated Time Series with R (Use R! 2nd ed. 2008)
By: Bernhard Pfaff (author)Paperback
4 - 6 days availability
This book is designed for self study. The reader can apply the theoretical concepts directly within R by following the examples.
Univariate analysis of stationary time series.- Multivariate analysis of stationary time series.- Non-stationary time series.- Cointegration.- Testing for the order of integration.- Further considerations.- Single equation methods.- Multiple equation methods.- Appendix.- Abbreviations, nomenclature and symbols.- List of tables.- List of figures.- List of R code.- References.
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- ID: 9780387759661
2nd ed. 2008
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