14 Time-Series Analysis 355
14.1 Introduction ................................... ...355
14.2 Stationarity ................................... ...355
14.3 TheBoxandJenkinsMethod ......................... ...356
14.4 VectorAutoregression........................... ......360
14.5 UnitRoots...................................... .361
14.6 TrendStationaryversusDifferenceStationary ....... ............365
14.7 Cointegration .................................. ...366
14.8 AutoregressiveConditionalHeteroskedasticity .... ...............368
Note..............................................371
Problems ........................................... 371
References......................................... ..375


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