Analysis of Integrated and Co-integrated Time Series with R (A series of brief books on R aimed at practitioners) （2006. XI, 140 p. w. 19 drawings.）

Pfaff, Bernhard

SPRINGER, BERLIN（2006発売）

• 製本 Paperback:紙装版/ペーパーバック版／ページ数 140 p.
• 商品コード 9780387279596

基本説明

Encompasses seasonal unit roots, fractional integration, coping with structural breaks, and inference in co-integrated vector autoregressive models.