| 查看: 291 | 回复: 2 | ||
| 【奖励】 本帖被评价2次，作者oldfish9882增加金币 2 个 | ||
| 当前主题已经存档。 | ||
[资源]
【转贴】(英-Math)Analysis of Integrated and Co-integrated Time Series with R
|
||
|
Analysis of Integrated and Co-integrated Time Series with R (Use R) By Bernhard Pfaff Publisher: Springer Number Of Pages: 208 Publication Date: 2008-08-11 ISBN-10 / ASIN: 0387759662 ISBN-13 / EAN: 9780387759661 Binding: Paperback 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. http://rapidshare.com/files/1427 ... e_Series_with_R.zip [ Last edited by laizuliang on 2008-9-12 at 12:44 ] |
回复此楼» 猜你喜欢
2026年国自然面上资助率
已经有10人回复
-
微信指数没变化，科研之友没阅读
已经有18人回复
-
基础研究怎么拉横向，学校到款任务越来越多，难以完成 拉横向，都有哪些途径啊
已经有8人回复
-
HXDI做水性聚氨酯乳液，是不是特别容易出渣
已经有3人回复
-
小木虫看见有人已经知道结果了
已经有19人回复
-
系统今天又提示维护了，估计离放榜不远了
已经有15人回复
-
申请2027年材料/化学类博士
已经有5人回复
-
你们的时间戳变了吗
已经有4人回复
-
今年的WR进展到哪一步了？
已经有9人回复
-
产物和副产物价值比较
已经有5人回复
2楼2008-09-10 07:09:45
3楼2008-09-10 08:15:31