| Description |
xx, 188 pages ; 24 cm |
| Series |
Use R! |
|
Use R!
|
| Contents |
Pt. I. Theoretical Concepts -- 1. Univariate Analysis of Stationary Time Series -- 2. Multivariate Analysis of Stationary Time Series -- 3. Non-stationary Time Series -- 4. Cointegration -- Pt. II. Unit Root Tests -- 5. Testing for the Order of Integration -- 6. Further Considerations -- Pt. III. Cointegration -- 7. Single-Equation Methods -- 8. Multiple-Equation Methods -- 9. Appendix -- 10. Abbreviations, Nomenclature, and Symbols |
| 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 |
| Notes |
Formerly CIP. Uk |
| Bibliography |
Includes bibliographical references and index |
| Notes |
Also available online |
|
English |
|
Print version record |
| Subject |
R (Computer program language)
|
|
Time-series analysis -- Computer programs.
|
|
Time-series analysis.
|
| LC no. |
2008930126 |
| ISBN |
0387759662 (paperback) |
|
9780387759661 (paperback) |
|
