Analysis of Integrated and Cointegrated Time Series with R (Record no. 425749)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 03476nam a22005535i 4500 |
| 020 ## - INTERNATIONAL STANDARD BOOKNUMBER | |
| International Standard Book Number | 9780387759678 |
| -- | 978-0-387-75967-8 |
| 024 7# - | |
| -- | 10.1007/978-0-387-75967-8 |
| -- | doi |
| 040 ## - | |
| -- | ISI Library, Kolkata |
| 050 #4 - | |
| -- | HB139-141 |
| 072 #7 - | |
| -- | KCH |
| -- | bicssc |
| 072 #7 - | |
| -- | BUS021000 |
| -- | bisacsh |
| 072 #7 - | |
| -- | KCH |
| -- | thema |
| 082 04 - DEWEYDECIMAL CLASSIFICATION NUMBER | |
| Classification number | 330.015195 |
| Edition number | 23 |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Pfaff, Bernhard. |
| Relator code | aut |
| -- | http://id.loc.gov/vocabulary/relators/aut |
| 245 10 - TITLE STATEMENT | |
| Title | Analysis of Integrated and Cointegrated Time Series with R |
| Medium | [electronic resource] / |
| Statement of responsibility, etc | by Bernhard Pfaff. |
| 250 ## - EDITIONSTATEMENT | |
| Edition statement | 2. |
| 942 ## - ADDED ENTRY ELEMENTS(KOHA) | |
| Koha item type | E-BOOKS |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| -- | author. |
| 246 3# - | |
| -- | R-code for examples in the book |
| 264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE STATEMENTS | |
| Place of production, publication, distribution, manufacture | New York, NY : |
| Name of producer, publisher, distributor, manufacturer | Springer New York, |
| Date of production, publication, distribution, manufacture | 2008. |
| 300 ## - | |
| -- | XX, 190 p. |
| -- | online resource. |
| 336 ## - CONTENT TYPE | |
| Content Type Term | text |
| Content Type Code | txt |
| Source | rdacontent |
| 337 ## - MEDIA TYPE | |
| Media Type Term | computer |
| Media Type Code | c |
| Source | rdamedia |
| 338 ## - CARRIER TYPE | |
| Carrier Type Term | online resource |
| Carrier Type Code | cr |
| Source | rdacarrier |
| 347 ## - | |
| -- | text file |
| -- | |
| -- | rda |
| 490 1# - | |
| -- | Use R!, |
| -- | 2197-5736 |
| 505 0# - | |
| -- | Theoretical Concepts -- Univariate Analysis of Stationary Time Series -- Multivariate Analysis of Stationary Time Series -- Non-stationary Time Series -- Cointegration -- Unit Root Tests -- Testing for the Order of Integration -- Further Considerations -- Cointegration -- Single-Equation Methods -- Multiple-Equation Methods. |
| 520 ## - | |
| -- | 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. |
| 650 #0 - | |
| -- | Econometrics. |
| 650 #0 - | |
| -- | Mathematical statistics. |
| 650 #0 - | |
| -- | Distribution (Probability theory. |
| 650 #0 - | |
| -- | Computer science. |
| 650 14 - | |
| -- | Econometrics. |
| -- | http://scigraph.springernature.com/things/product-market-codes/W29010 |
| 650 24 - | |
| -- | Statistical Theory and Methods. |
| -- | http://scigraph.springernature.com/things/product-market-codes/S11001 |
| 650 24 - | |
| -- | Probability Theory and Stochastic Processes. |
| -- | http://scigraph.springernature.com/things/product-market-codes/M27004 |
| 650 24 - | |
| -- | Probability and Statistics in Computer Science. |
| -- | http://scigraph.springernature.com/things/product-market-codes/I17036 |
| 710 2# - | |
| -- | SpringerLink (Online service) |
| 773 0# - | |
| -- | Springer eBooks |
| 776 08 - | |
| -- | Printed edition: |
| -- | 9780387567570 |
| 776 08 - | |
| -- | Printed edition: |
| -- | 9780387759661 |
| 830 #0 - | |
| -- | Use R!, |
| -- | 2197-5736 |
| 856 40 - | |
| -- | https://doi.org/10.1007/978-0-387-75967-8 |
| 912 ## - | |
| -- | ZDB-2-SMA |
| 950 ## - | |
| -- | Mathematics and Statistics (Springer-11649) |
No items available.
