Analysis of Integrated and Cointegrated Time Series with R / Edition 2

Analysis of Integrated and Cointegrated Time Series with R / Edition 2

by Bernhard Pfaff
     
 

ISBN-10: 0387759662

ISBN-13: 9780387759661

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

Overview

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

Product Details

ISBN-13:
9780387759661
Publisher:
Springer New York
Publication date:
08/09/2008
Series:
Use R! Series
Edition description:
2nd ed. 2008
Pages:
190
Product dimensions:
6.00(w) x 9.20(h) x 0.40(d)
Age Range:
3 Months

Table of 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.

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