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Analysis of integrated and cointegrated time series with R

Author: Bernhard Pfaff
Publisher: New York : Springer, ©2008.
Series: Use R (En ligne)
Edition/Format:   eBook : Document : English : 2nd edView all editions and formats
Summary:

R-code for examples in the book

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Genre/Form: Electronic books
Livres électroniques
Livres numériques
Logigiels
Logiciels
Material Type: Document, Internet resource
Document Type: Internet Resource, Computer File
All Authors / Contributors: Bernhard Pfaff
ISBN: 0387759670 9780387759678
OCLC Number: 436978849
Notes: Titre de l'écran-titre (visionné le 18 février 2009).
Description: 1 ressource en ligne (xx, 188 pages) : illustrations, fichiers PDF
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.
Series Title: Use R (En ligne)
Responsibility: Bernhard Pfaff.

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From the reviews:"Analysis of Integrated and Cointegrated Time Series with R (2nd Edition) ... offers a rigorous introduction to unit roots and cointegration, along with numerous examples in R to Read more...

 
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