Hamilton, Time Series Analysis
Hamilton, Time Series Analysis
The attached zip has the programs and data for James Hamilton, Time Series Analysis, 1994, Princeton University Press. Because it was written before many of these techniques were included directly in much of the working software, the later examples show the detailed calculations that are now included in procedures just as @DFUNIT, @PPUNIT and @JOHMLE. We show both the use of those procedures and the step-by-step calculations.
Last bumped by TomDoan on Thu Jun 28, 2012 11:54 am.