Analysis of Integrated and Cointegrated Time Series with R

Paperback Engels 2008 9780387759661
Verwachte levertijd ongeveer 9 werkdagen

Samenvatting

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

Specificaties

ISBN13:9780387759661
Taal:Engels
Bindwijze:paperback
Aantal pagina's:190
Verschijningsdatum:11-8-2008

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Inhoudsopgave

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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        Analysis of Integrated and Cointegrated Time Series with R