Analysis of Integrated and Cointegrated Time Series with R / Edition 2by Bernhard Pfaff
Pub. Date: 08/09/2008
Publisher: Springer New York
This book is designed for self study. The reader can apply the theoretical concepts directly within R by following the examples. See more details below
This book is designed for self study. The reader can apply the theoretical concepts directly within R by following the examples.
Table of ContentsUnivariate 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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