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r-languge

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  • Update : 2016-09-03
  • Size : 5kb
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  • Author :林***
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Book time series analysis of the concepts and methodologies through case about not only introduced the ARMA model, state space model, Kalman filtering, unit root test and GRACH models one yuan Time Series, also introduced a lot of new multivariate time series methods, such as linear cointegration, threshold cointegration, VAR model, Granger causality test, neural network models, additive AR and spectral estimation. the book emphasizes the real time series data analysis, full use of R software analyzes the various scientific fields the actual data, but also analyzes the examples of financial and economic data. the actual data used in the examples the book can be downloaded the Internet.
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r languge.txt
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