Analysis of Integrated and Co-integrated Time Series with R (Use R! 2nd ed. 2008)

Analysis of Integrated and Co-integrated Time Series with R (Use R! 2nd ed. 2008)

By: Bernhard Pfaff (author)Paperback

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Description

This book is designed for self study. The reader can apply the theoretical concepts directly within R by following the examples.

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Contents

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.

Product Details

  • publication date: 11/08/2008
  • ISBN13: 9780387759661
  • Format: Paperback
  • Number Of Pages: 210
  • ID: 9780387759661
  • weight: 670
  • ISBN10: 0387759662
  • edition: 2nd ed. 2008

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