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.
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© 2008 Springer Science+Business Media, LLC
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(2008). Univariate Analysis of Stationary Time Series. In: Analysis of Integrated and Cointegrated Time Series with R. Use R!. Springer, New York, NY. https://doi.org/10.1007/978-0-387-75967-8_1
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DOI: https://doi.org/10.1007/978-0-387-75967-8_1
Publisher Name: Springer, New York, NY
Print ISBN: 978-0-387-75966-1
Online ISBN: 978-0-387-75967-8
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