Review of ‘Analysis of Integrated and Cointegrated Time Series with R (2nd ed)’ in JSS

April 27, 2009
By

(This article was first published on Thinking inside the box , and kindly contributed to R-bloggers)

A few weeks ago I wrote up a short review of Bernhard Pfaff's nice (but somewhat dry) Analysis of Integrated and Cointegrated Time Series with R (2nd ed) on unit root and cointegration modeling with R. This is now online at the Journal of Statistical Software.

To leave a comment for the author, please follow the link and comment on his blog: Thinking inside the box .

R-bloggers.com offers daily e-mail updates about R news and tutorials on topics such as: visualization (ggplot2, Boxplots, maps, animation), programming (RStudio, Sweave, LaTeX, SQL, Eclipse, git, hadoop, Web Scraping) statistics (regression, PCA, time series, trading) and more...



If you got this far, why not subscribe for updates from the site? Choose your flavor: e-mail, twitter, RSS, or facebook...

Comments are closed.