Analysis of integrated and cointegrated time series with R:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
New York, NY
Springer
2006
|
| Schriftenreihe: | Use R!
|
| Schlagworte: | |
| Online-Zugang: | Klappentext Inhaltsverzeichnis |
| Beschreibung: | XI, 139 S. |
| ISBN: | 0387279598 9780387279596 |
Internformat
MARC
| LEADER | 00000nam a2200000 c 4500 | ||
|---|---|---|---|
| 001 | BV021264834 | ||
| 003 | DE-604 | ||
| 005 | 20070206 | ||
| 007 | t | ||
| 008 | 051214s2006 |||| 00||| eng d | ||
| 015 | |a 05,N34,0605 |2 dnb | ||
| 016 | 7 | |a 975909053 |2 DE-101 | |
| 020 | |a 0387279598 |c Pb. |9 0-387-27959-8 | ||
| 020 | |a 9780387279596 |9 978-0-387-27959-6 | ||
| 024 | 3 | |a 9780387279596 | |
| 028 | 5 | 2 | |a 11363545 |
| 035 | |a (OCoLC)70199796 | ||
| 035 | |a (DE-599)BVBBV021264834 | ||
| 040 | |a DE-604 |b ger |e rakddb | ||
| 041 | 0 | |a eng | |
| 049 | |a DE-355 |a DE-91G |a DE-N2 |a DE-384 |a DE-945 |a DE-19 |a DE-188 | ||
| 050 | 0 | |a QA280 | |
| 082 | 0 | |a 330.0151955 |2 22 | |
| 084 | |a QH 237 |0 (DE-625)141552: |2 rvk | ||
| 084 | |a 510 |2 sdnb | ||
| 084 | |a MAT 634f |2 stub | ||
| 084 | |a DAT 368f |2 stub | ||
| 100 | 1 | |a Pfaff, Bernhard |e Verfasser |0 (DE-588)13235795X |4 aut | |
| 245 | 1 | 0 | |a Analysis of integrated and cointegrated time series with R |c Bernhard Pfaff |
| 264 | 1 | |a New York, NY |b Springer |c 2006 | |
| 300 | |a XI, 139 S. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 490 | 0 | |a Use R! | |
| 650 | 4 | |a R (Computer program language) | |
| 650 | 4 | |a Time-series analysis |x Computer programs | |
| 650 | 0 | 7 | |a Zeitreihenanalyse |0 (DE-588)4067486-1 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a R |g Programm |0 (DE-588)4705956-4 |2 gnd |9 rswk-swf |
| 689 | 0 | 0 | |a Zeitreihenanalyse |0 (DE-588)4067486-1 |D s |
| 689 | 0 | 1 | |a R |g Programm |0 (DE-588)4705956-4 |D s |
| 689 | 0 | |5 DE-604 | |
| 856 | 4 | 2 | |m Digitalisierung UB Regensburg |q application/pdf |u http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=014586028&sequence=000003&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |3 Klappentext |
| 856 | 4 | 2 | |m Digitalisierung UB Regensburg |q application/pdf |u http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=014586028&sequence=000004&line_number=0002&func_code=DB_RECORDS&service_type=MEDIA |3 Inhaltsverzeichnis |
| 999 | |a oai:aleph.bib-bvb.de:BVB01-014586028 | ||
Datensatz im Suchindex
| _version_ | 1804135041512505344 |
|---|---|
| adam_text | The analysis
the main methodology employed in applied econometrics. This book not only intro¬
duces the readers to this topic, but also enables them to conduct the various unit
root tests and
programming environment R. The book encompasses seasonal unit roots, fractional
integration, coping with structural breaks, and inference in cointegrated vector
autoregressive
to artificial and real data so that it is suitable as a supplementary text for computer
lab classes.
Bernhard
Davis, California; and Freiburg
doctorate degree at the economics department of the last of these, where he was
employed as a research and teaching assistant. He has worked for many years as
economist and quantitative analyst in research departments of financial institutions.
Bernhard
Contents
Part
1
Processes
1.1
1.2
1.3
1.4
Summary
Exercises
2
2.1
2.2
2.3
Summary
Exercises
3
3.1
3.2
3.3
Summary
Exercises
Part II Unit Root Tests
4
4.1
4.2
Contents
4.3 ERS-Test .............................................. 62
4.4 Schmidt-Phillips (SP)-Test............................... 64
4.5 KPSS-Test............................................. 67
Summary
Exercises ...................................................
Further Considerations
5.1
Breaks
5.2
Summary
Exercises
Part III
6
6.1
6.2
Summary
Exercises
7
7.1
7.1.1
7.1.2
7.1.3
7.1.4
7.2
Summary
Exercises
8
8.1
8.2
8.3
9
List of Tables
List of Figures
List of Rcode
References
Contents
Name
Function
Index
|
| adam_txt |
The analysis
the main methodology employed in applied econometrics. This book not only intro¬
duces the readers to this topic, but also enables them to conduct the various unit
root tests and
programming environment R. The book encompasses seasonal unit roots, fractional
integration, coping with structural breaks, and inference in cointegrated vector
autoregressive
to artificial and real data so that it is suitable as a supplementary text for computer
lab classes.
Bernhard
Davis, California; and Freiburg
doctorate degree at the economics department of the last of these, where he was
employed as a research and teaching assistant. He has worked for many years as
economist and quantitative analyst in research departments of financial institutions.
Bernhard
Contents
Part
1
Processes
1.1
1.2
1.3
1.4
Summary
Exercises
2
2.1
2.2
2.3
Summary
Exercises
3
3.1
3.2
3.3
Summary
Exercises
Part II Unit Root Tests
4
4.1
4.2
Contents
4.3 ERS-Test . 62
4.4 Schmidt-Phillips (SP)-Test. 64
4.5 KPSS-Test. 67
Summary
Exercises .
Further Considerations
5.1
Breaks
5.2
Summary
Exercises
Part III
6
6.1
6.2
Summary
Exercises
7
7.1
7.1.1
7.1.2
7.1.3
7.1.4
7.2
Summary
Exercises
8
8.1
8.2
8.3
9
List of Tables
List of Figures
List of Rcode
References
Contents
Name
Function
Index |
| any_adam_object | 1 |
| any_adam_object_boolean | 1 |
| author | Pfaff, Bernhard |
| author_GND | (DE-588)13235795X |
| author_facet | Pfaff, Bernhard |
| author_role | aut |
| author_sort | Pfaff, Bernhard |
| author_variant | b p bp |
| building | Verbundindex |
| bvnumber | BV021264834 |
| callnumber-first | Q - Science |
| callnumber-label | QA280 |
| callnumber-raw | QA280 |
| callnumber-search | QA280 |
| callnumber-sort | QA 3280 |
| callnumber-subject | QA - Mathematics |
| classification_rvk | QH 237 |
| classification_tum | MAT 634f DAT 368f |
| ctrlnum | (OCoLC)70199796 (DE-599)BVBBV021264834 |
| dewey-full | 330.0151955 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 330 - Economics |
| dewey-raw | 330.0151955 |
| dewey-search | 330.0151955 |
| dewey-sort | 3330.0151955 |
| dewey-tens | 330 - Economics |
| discipline | Informatik Mathematik Wirtschaftswissenschaften |
| discipline_str_mv | Informatik Mathematik Wirtschaftswissenschaften |
| format | Book |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>02029nam a2200505 c 4500</leader><controlfield tag="001">BV021264834</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20070206 </controlfield><controlfield tag="007">t</controlfield><controlfield tag="008">051214s2006 |||| 00||| eng d</controlfield><datafield tag="015" ind1=" " ind2=" "><subfield code="a">05,N34,0605</subfield><subfield code="2">dnb</subfield></datafield><datafield tag="016" ind1="7" ind2=" "><subfield code="a">975909053</subfield><subfield code="2">DE-101</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">0387279598</subfield><subfield code="c">Pb.</subfield><subfield code="9">0-387-27959-8</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9780387279596</subfield><subfield code="9">978-0-387-27959-6</subfield></datafield><datafield tag="024" ind1="3" ind2=" "><subfield code="a">9780387279596</subfield></datafield><datafield tag="028" ind1="5" ind2="2"><subfield code="a">11363545</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)70199796</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV021264834</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">rakddb</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-355</subfield><subfield code="a">DE-91G</subfield><subfield code="a">DE-N2</subfield><subfield code="a">DE-384</subfield><subfield code="a">DE-945</subfield><subfield code="a">DE-19</subfield><subfield code="a">DE-188</subfield></datafield><datafield tag="050" ind1=" " ind2="0"><subfield code="a">QA280</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">330.0151955</subfield><subfield code="2">22</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QH 237</subfield><subfield code="0">(DE-625)141552:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">510</subfield><subfield code="2">sdnb</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">MAT 634f</subfield><subfield code="2">stub</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">DAT 368f</subfield><subfield code="2">stub</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Pfaff, Bernhard</subfield><subfield code="e">Verfasser</subfield><subfield code="0">(DE-588)13235795X</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Analysis of integrated and cointegrated time series with R</subfield><subfield code="c">Bernhard Pfaff</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">New York, NY</subfield><subfield code="b">Springer</subfield><subfield code="c">2006</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">XI, 139 S.</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">n</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">nc</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="0" ind2=" "><subfield code="a">Use R!</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">R (Computer program language)</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Time-series analysis</subfield><subfield code="x">Computer programs</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Zeitreihenanalyse</subfield><subfield code="0">(DE-588)4067486-1</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">R</subfield><subfield code="g">Programm</subfield><subfield code="0">(DE-588)4705956-4</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="689" ind1="0" ind2="0"><subfield code="a">Zeitreihenanalyse</subfield><subfield code="0">(DE-588)4067486-1</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="1"><subfield code="a">R</subfield><subfield code="g">Programm</subfield><subfield code="0">(DE-588)4705956-4</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="5">DE-604</subfield></datafield><datafield tag="856" ind1="4" ind2="2"><subfield code="m">Digitalisierung UB Regensburg</subfield><subfield code="q">application/pdf</subfield><subfield code="u">http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=014586028&sequence=000003&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA</subfield><subfield code="3">Klappentext</subfield></datafield><datafield tag="856" ind1="4" ind2="2"><subfield code="m">Digitalisierung UB Regensburg</subfield><subfield code="q">application/pdf</subfield><subfield code="u">http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=014586028&sequence=000004&line_number=0002&func_code=DB_RECORDS&service_type=MEDIA</subfield><subfield code="3">Inhaltsverzeichnis</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-014586028</subfield></datafield></record></collection> |
| id | DE-604.BV021264834 |
| illustrated | Not Illustrated |
| index_date | 2024-07-02T13:42:56Z |
| indexdate | 2024-07-09T20:34:12Z |
| institution | BVB |
| isbn | 0387279598 9780387279596 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-014586028 |
| oclc_num | 70199796 |
| open_access_boolean | |
| owner | DE-355 DE-BY-UBR DE-91G DE-BY-TUM DE-N2 DE-384 DE-945 DE-19 DE-BY-UBM DE-188 |
| owner_facet | DE-355 DE-BY-UBR DE-91G DE-BY-TUM DE-N2 DE-384 DE-945 DE-19 DE-BY-UBM DE-188 |
| physical | XI, 139 S. |
| publishDate | 2006 |
| publishDateSearch | 2006 |
| publishDateSort | 2006 |
| publisher | Springer |
| record_format | marc |
| series2 | Use R! |
| spelling | Pfaff, Bernhard Verfasser (DE-588)13235795X aut Analysis of integrated and cointegrated time series with R Bernhard Pfaff New York, NY Springer 2006 XI, 139 S. txt rdacontent n rdamedia nc rdacarrier Use R! R (Computer program language) Time-series analysis Computer programs Zeitreihenanalyse (DE-588)4067486-1 gnd rswk-swf R Programm (DE-588)4705956-4 gnd rswk-swf Zeitreihenanalyse (DE-588)4067486-1 s R Programm (DE-588)4705956-4 s DE-604 Digitalisierung UB Regensburg application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=014586028&sequence=000003&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Klappentext Digitalisierung UB Regensburg application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=014586028&sequence=000004&line_number=0002&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Pfaff, Bernhard Analysis of integrated and cointegrated time series with R R (Computer program language) Time-series analysis Computer programs Zeitreihenanalyse (DE-588)4067486-1 gnd R Programm (DE-588)4705956-4 gnd |
| subject_GND | (DE-588)4067486-1 (DE-588)4705956-4 |
| title | Analysis of integrated and cointegrated time series with R |
| title_auth | Analysis of integrated and cointegrated time series with R |
| title_exact_search | Analysis of integrated and cointegrated time series with R |
| title_exact_search_txtP | Analysis of integrated and cointegrated time series with R |
| title_full | Analysis of integrated and cointegrated time series with R Bernhard Pfaff |
| title_fullStr | Analysis of integrated and cointegrated time series with R Bernhard Pfaff |
| title_full_unstemmed | Analysis of integrated and cointegrated time series with R Bernhard Pfaff |
| title_short | Analysis of integrated and cointegrated time series with R |
| title_sort | analysis of integrated and cointegrated time series with r |
| topic | R (Computer program language) Time-series analysis Computer programs Zeitreihenanalyse (DE-588)4067486-1 gnd R Programm (DE-588)4705956-4 gnd |
| topic_facet | R (Computer program language) Time-series analysis Computer programs Zeitreihenanalyse R Programm |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=014586028&sequence=000003&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=014586028&sequence=000004&line_number=0002&func_code=DB_RECORDS&service_type=MEDIA |
| work_keys_str_mv | AT pfaffbernhard analysisofintegratedandcointegratedtimeserieswithr |