Analysis of integrated and cointegrated time series with R [electronic resource] /
by Bernhard Pfaff ; edited by Robert Gentleman, Kurt Hornik, Giovanni Parmigiani.
- 2.
- New York, NY : Springer Science+Business Media, LLC, 2008.
- xx, 188 p. : ill., digital ; 24 cm.
- Use R! .
Time-series analysis. R (Computer program language) Statistics. Econometrics. Probability and Statistics in Computer Science. Probability Theory and Stochastic Processes. Statistical Theory and Methods.