000			03019nam a22005055i 4500
001			978-0-387-75967-8
003			DE-He213
005			20250710084023.0
007			cr nn 008mamaa
008			100301s2008 xxu| s |||| 0|eng d
020			_a9780387759678 _a99780387759678
024	7		_a10.1007/978-0-387-75967-8 _2doi
082	0	4	_a519.5 _223
100	1		_aPfaff, Bernhard. _eauthor.
245	1	0	_aAnalysis of Integrated and Cointegrated Time Series with R _h[recurso electrónico] / _cby Bernhard Pfaff.
246	3		_aR-code for examples in the book
250			_a2.
264		1	_aNew York, NY : _bSpringer New York, _c2008.
300			_bonline resource.
336			_atext _btxt _2rdacontent
337			_acomputer _bc _2rdamedia
338			_arecurso en línea _bcr _2rdacarrier
347			_atext file _bPDF _2rda
490	1		_aUse R!
505	0		_aTheoretical 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			_aThe 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	_aSTATISTICS.
650		0	_aCOMPUTER SCIENCE.
650		0	_aDISTRIBUTION (PROBABILITY THEORY).
650		0	_aMATHEMATICAL STATISTICS.
650		0	_aECONOMETRICS.
650	1	4	_aSTATISTICS.
650	2	4	_aSTATISTICAL THEORY AND METHODS.
650	2	4	_aECONOMETRICS.
650	2	4	_aPROBABILITY AND STATISTICS IN COMPUTER SCIENCE.
650	2	4	_aPROBABILITY THEORY AND STOCHASTIC PROCESSES.
710	2		_aSpringerLink (Online service)
773	0		_tSpringer eBooks
776	0	8	_iPrinted edition: _z9780387759661
830		0	_aUse R!
856	4	0	_uhttp://dx.doi.org/10.1007/978-0-387-75967-8 _zVer el texto completo en las instalaciones del CICY
912			_aZDB-2-SMA
942			_2ddc _cER
999			_c58743 _d58743