000			02619nam a2200373 4500
001			15310586
003			OSt
005			20200114125933.0
008			200114b xxu||||| |||| 00| 0 eng d
010			_a 2008930126
015			_aGBA882639 _2bnb
016	7		_a014656329 _2Uk
020			_a9780387759661 (pbk.) : _c€ 74.99
020			_a0387759662 (pbk.)
035			_a(OCoLC)ocn233263153
040			_aUKM _cUKM _dYDXCP _dCDX _dBWX _dOCLCQ _dOHX _dDLC _dIIMU
042			_alccopycat
082	0	4	_a330.0151955 _222
100	1		_aPfaff, Bernhard.
245	1	0	_aAnalysis of integrated and cointegrated time series with R / _cBernhard Pfaff.
250			_a2nd ed.
260			_aNew York : _bSpringer, _cc2008.
300			_axx, 188 p. : _bill. ; _c24 cm.
365			_aEUR _b€ 74.99 _c€
440		0	_aUse R!
504			_aIncludes bibliographical references (p. [169]-175) and indexes.
505			_aUnivariate 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			_aThe 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	_aTime-series analysis _xComputer programs.
650		0	_aR (Computer program language)
856	4	1	_3Table of contents only _uhttps://www.springer.com/in/book/9780387759661
906			_a7 _bcbc _ccopycat _d2 _encip _f20 _gy-gencatlg
942			_2ddc _cM
999			_c12743 _d12743