Analysis of integrated and cointegrated time series with R /

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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