| 查看: 307 | 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。 | ||
| 当前只显示满足指定条件的回帖，点击这里查看本话题的所有回帖 | ||
[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
建议基金发布提前给出明确的时间点
已经有12人回复
-
2026国自然函评费到账
已经有3人回复
-
科研孤儿太难了
已经有17人回复
-
今日不放榜？网传国自然预计 8 月 27 日可查结果
已经有19人回复
-
看来今天不会放榜了？
已经有11人回复
-
时间戳又变了
已经有19人回复
-
filecode，4个jtjc了
已经有14人回复
-
让我中一个面上吧！
已经有13人回复
-
人气不行了
已经有7人回复
-
感觉是下周放榜了
已经有12人回复
3楼2008-09-10 08:15:31
2楼2008-09-10 07:09:45
