Analysis of Integrated and Cointegrated Time Series with R

Discover the comprehensive insights of "Analysis of Integrated and Cointegrated Time Series with R" by Bernhard Pfaff, published by Springer-Verlag New York Inc. in 2008. This 2nd edition, spanning 190 pages, is an essential resource for anyone delving into the world of time-series analysis using the R programming language. The book is designed to be an invaluable companion for computer lab classes, featuring a wealth of programming examples that cover both artificial and real data. In this updated edition, readers will find an enhanced discussion on advanced topics, including vector auto-regressive, structural vector auto-regressive, and structural vector error-correction models. Whether you're a student or a professional, this text will equip you with the necessary tools and knowledge to excel in time-series analysis.