Analysis of integrated and cointegrated time series with R / (Record no. 12743)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 02619nam a2200373 4500 |
| 001 - CONTROL NUMBER | |
| control field | 15310586 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | OSt |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20200114125933.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 200114b xxu||||| |||| 00| 0 eng d |
| 010 ## - LIBRARY OF CONGRESS CONTROL NUMBER | |
| LC control number | 2008930126 |
| 015 ## - NATIONAL BIBLIOGRAPHY NUMBER | |
| National bibliography number | GBA882639 |
| Source | bnb |
| 016 7# - NATIONAL BIBLIOGRAPHIC AGENCY CONTROL NUMBER | |
| Record control number | 014656329 |
| Source | Uk |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9780387759661 (pbk.) : |
| Terms of availability | € 74.99 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 0387759662 (pbk.) |
| 035 ## - SYSTEM CONTROL NUMBER | |
| System control number | (OCoLC)ocn233263153 |
| 040 ## - CATALOGING SOURCE | |
| Original cataloging agency | UKM |
| Transcribing agency | UKM |
| Modifying agency | YDXCP |
| -- | CDX |
| -- | BWX |
| -- | OCLCQ |
| -- | OHX |
| -- | DLC |
| -- | IIMU |
| 042 ## - AUTHENTICATION CODE | |
| Authentication code | lccopycat |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 330.0151955 |
| Edition number | 22 |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Pfaff, Bernhard. |
| 245 10 - TITLE STATEMENT | |
| Title | Analysis of integrated and cointegrated time series with R / |
| Statement of responsibility, etc. | Bernhard Pfaff. |
| 250 ## - EDITION STATEMENT | |
| Edition statement | 2nd ed. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. | |
| Place of publication, distribution, etc. | New York : |
| Name of publisher, distributor, etc. | Springer, |
| Date of publication, distribution, etc. | c2008. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | xx, 188 p. : |
| Other physical details | ill. ; |
| Dimensions | 24 cm. |
| 365 ## - TRADE PRICE | |
| Price type code | EUR |
| Price amount | € 74.99 |
| Currency code | € |
| 440 #0 - SERIES STATEMENT/ADDED ENTRY--TITLE | |
| Title | Use R! |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE | |
| Bibliography, etc. note | Includes bibliographical references (p. [169]-175) and indexes. |
| 505 ## - FORMATTED CONTENTS NOTE | |
| Formatted contents note | Univariate Analysis of Stationary Time Series Pages 3-21 Multivariate Analysis of Stationary Time Series Pages 23-51 Non-stationary Time Series Pages 53-71 Cointegration Pages 73-87 Testing for the Order of Integration Pages 91-105 Further Considerations Pages 107-118 Single-Equation Methods Pages 121-127 Multiple-Equation Methods Pages 129-159 |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | The analysis of integrated and co-integrated time series can be considered as the main methodology employed in applied econometrics. This book not only introduces the reader to this topic but enables him to conduct the various unit root tests and co-integration methods on his own by utilizing the free statistical programming environment R. The book encompasses seasonal unit roots, fractional integration, coping with structural breaks, and multivariate time series models. The book is enriched by numerous programming examples to artificial and real data so that it is ideally suited as an accompanying text book to computer lab classes. The second edition adds a discussion of vector auto-regressive, structural vector auto-regressive, and structural vector error-correction models. To analyze the interactions between the investigated variables, further impulse response function and forecast error variance decompositions are introduced as well as forecasting. The author explains how these model types relate to each other. taken from Publisher's site. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Time-series analysis |
| General subdivision | Computer programs. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | R (Computer program language) |
| 856 41 - ELECTRONIC LOCATION AND ACCESS | |
| Materials specified | Table of contents only |
| Uniform Resource Identifier | https://www.springer.com/in/book/9780387759661 |
| 906 ## - LOCAL DATA ELEMENT F, LDF (RLIN) | |
| a | 7 |
| b | cbc |
| c | copycat |
| d | 2 |
| e | ncip |
| f | 20 |
| g | y-gencatlg |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Source of classification or shelving scheme | |
| Koha item type | Monograph |
| Withdrawn status | Lost status | Source of classification or shelving scheme | Materials specified (bound volume or other part) | Damaged status | Not for loan | Permanent Location | Current Location | Shelving location | Date acquired | Source of acquisition | Cost, normal purchase price | Inventory number | Full call number | Barcode | Date last seen | Copy number | Cost, replacement price | Price effective from | Koha item type |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| pbk. | Indian Institute of Management Udaipur | Indian Institute of Management Udaipur | A4/2 | 2020-01-14 | 20 | 5816.00 | IN-142935 - 02/01/2020 | 330.0151955 | 005020 | 2020-01-14 | 1 | 6293.79 | 2020-01-14 | Monograph |