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.


Time Series Unemployment Rate Unit Root Gross National Product Stationary Time Series 
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Copyright information

© Springer Science+Business Media, LLC 2008

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