Pfaff B (2008). Analysis of Integrated and Cointegrated Time Series with R, Second edition. Springer, New York. ISBN 0-387-27960-1, https://www.pfaffikus.de.

Corresponding BibTeX entry:

  @Book{,
    title = {Analysis of Integrated and Cointegrated Time Series with
      R},
    author = {B. Pfaff},
    publisher = {Springer},
    edition = {Second},
    address = {New York},
    year = {2008},
    note = {ISBN 0-387-27960-1},
    url = {https://www.pfaffikus.de},
  }