www.pfaffikus.de

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Contents

R/urca
R/vars
R/gogarch
R/evir
Springer
About me
Contact

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On this page you will find the latest versions of the contributed CRAN packages "evir", "gogarch", "urca" and "vars"; its documentations as well as some screenshots of the graphicial user interface for "urca", an add-in to the "Rcmdr". For more information of the statistical programming environment R see www.r-project.org.
The book "Analysis of Integrated and Co-integrated Time Series with R" (published by Springer, New York), adresses not only the theoretical aspects of integration and co-integration analysis, but has been written primarily to introduce its implementation in R.
Finally, one section of this web-site is devoted to give you some information about the author.