Bernhard Pfaff
Springer-Verlag New York Inc.
e druk, 2008
9780387759661
Analysis of Integrated and Cointegrated Time Series with R
Specificaties
Paperback, 190 blz.
|
Engels
Springer-Verlag New York Inc. |
e druk, 2008
ISBN13: 9780387759661
Rubricering
Verwachte levertijd ongeveer 8 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
Uitgever:Springer-Verlag New York Inc.
Verschijningsdatum:11-8-2008
Hoofdrubriek:Wetenschap en techniek
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.