Pfaff, Bernhard

Analysis of integrated and cointegrated time series with R / Bernhard Pfaff - New York, NY : Springer, 2005 - xi, 139 p. : ill. ; 24 cm. - Series of brief books .

Includes bibliographical references (p. [127]-132) and indexes

0387279598 RM193.36 0387279601


Time-series analysis--Computer programs
R (Computer program language)