Open Daily: 10am - 10pm | Alley door pickup 10am - 7pm 3038 Hennepin Ave Minneapolis, MN
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  • Open Daily: 10am - 10pm
    Alley-side Pickup: 10am - 7pm

    3038 Hennepin Ave Minneapolis, MN
    612-822-4611

Open Daily: 10am - 10pm | Alley-side Pickup: 10am - 7pm
3038 Hennepin Ave Minneapolis, MN
612-822-4611
Analysis of Integrated and Cointegrated Time Series with R

Analysis of Integrated and Cointegrated Time Series with R

Pfaff, Bernhard

Paperback

Series: Use R!

EconomicsGeneral ComputersProbability & Statistics

ISBN10: 0387759662
ISBN13: 9780387759661
Publisher: Springer
Published: Aug 11 2008
Pages: 190
Weight: 0.70
Height: 0.40 Width: 6.10 Depth: 9.10
Language: English

The analysis of integrated and co-integrated time series can be considered as the main methodology employed in applied econometrics. This book not only introduces the reader to this topic but enables him to conduct the various unit root tests and co-integration methods on his own by utilizing the free statistical programming environment R. The book encompasses seasonal unit roots, fractional integration, coping with structural breaks, and multivariate time series models. The book is enriched by numerous programming examples to artificial and real data so that it is ideally suited as an accompanying text book to computer lab classes.

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