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Analysis of Integrated and Co-integrated Time Series with R (Use R)

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This book is designed for self study. The reader can apply the theoretical concepts directly within R by following the examples.

Author(s): Bernhard Pfaff
Edition: 2nd
Year: 2008

Language: English
Pages: 208

front-matter......Page 1
01Univariate Analysis of Stationary Time Series......Page 19
02 Multivariate Analysis of Stationary Time Series......Page 38
03 Non-stationary Time Series......Page 67
04 Cointegration......Page 86
05 Testing for the Order of Integration......Page 101
06 Further Considerations......Page 116
07 Single-Equation Methods......Page 128
08 Multiple-Equation Methods......Page 135
back-matter......Page 166