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Analysis of Integrated and Co-integrated Time Series with R (Use R) (2ND)

Pfaff, B.
487.56 MYR
Member Price
438.81
English

Product Description

This book is designed for self study. The reader can apply the theoretical concepts directly within R by following the examples.
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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.

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