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Univariate Analysis of Stationary Time Series

Part of the Use R! book series (USE R)

Although this book has integration and cointegration analysis as its theme, it is nevertheless a necessity to first introduce some concepts of stochastic processes as well as the stationary ARMA model class. Having paved this route, the next steps (i.e., the introduction of non-stationary, unit root, and long-memory processes) will follow in Chapter 3.

Keywords

Time Series Unemployment Rate Unit Root Gross National Product Stationary Time Series 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer Science+Business Media, LLC 2008

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