Analysis of integrated and cointegrated time series with R /

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Bibliographic Details
Author / Creator:	Pfaff, Bernhard.
Edition:	2nd ed.
Imprint:	New York : Springer, c2008.
Description:	1 online resource (xx, 188 p.) : ill.
Language:	English
Series:	Use R! Use R!
Subject:	Time-series analysis -- Computer programs. R (Computer program language) R (Computer program language) Time-series analysis -- Computer programs.
Format:	E-Resource Book
URL for this record:	http://pi.lib.uchicago.edu/1001/cat/bib/8887000

Hidden Bibliographic Details
ISBN:	9780387759678 0387759670 9780387759661
Notes:	Includes bibliographical references (p. [169]-175) and indexes. Description based on print version record.
Summary:	The analysis of integrated and co-integrated time series can be considered as the main methodology employed in applied econometrics. This book enables the reader to conduct the various unit root tests and co-integration methods on his own by utilizing the free statistical programming environment R.
Other form:	Print version: Pfaff, Bernhard. Analysis of integrated and cointegrated time series with R. 2nd ed. New York : Springer, c2008 9780387759661 0387759662

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