Analysis of integrated and cointegrated time series with R (Book, 2008) [WorldCat.org]
skip to content
Analysis of integrated and cointegrated time series with R
Checking...

Analysis of integrated and cointegrated time series with R

Author: Bernhard Pfaff
Publisher: [New York] : Springer, cop. 2008.
Series: Use R!
Edition/Format:   Print book : English : Second editionView all editions and formats
Summary:

R-code for examples in the book

Rating:

(not yet rated) 0 with reviews - Be the first.

Subjects
More like this

Find a copy in the library

&AllPage.SpinnerRetrieving; Finding libraries that hold this item...

Details

Additional Physical Format: Analysis of Integrated and Cointegrated Time Series with R [Ressource électronique] / Bernhard Pfaff.
Berlin : Springer e-books, cop. 2008. (@Use R!)
978-0-387-75967-8
(ABES)129059692
Document Type: Book
All Authors / Contributors: Bernhard Pfaff
ISBN: 9780387759661 0387759662
OCLC Number: 494796737
Description: 1 vol. (XX-188 p.) : graph. ; 24 cm.
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!
Responsibility: Bernhard Pfaff.

Reviews

Editorial reviews

Publisher Synopsis

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...

 
User-contributed reviews
Retrieving GoodReads reviews...
Retrieving DOGObooks reviews...

Tags

Be the first.
Confirm this request

You may have already requested this item. Please select Ok if you would like to proceed with this request anyway.

Close Window

Please sign in to WorldCat 

Don't have an account? You can easily create a free account.