Example 9 - Problem Description
Nonparametric estimation of the density and empirical distribution for a time series. Two data series are used: (1) simulated data and (2) the quarterly growth rate of the US Gross National Product
For the second series we specifically have the Real Gross National Product, USA, quarterly 1947-Q1 to 2006-Q2, FRED database series GNPC96 Federal Reserve Bank of Saint Louis online database http://research.stlouisfed.org/fred2/, in billions of chained 2000 dollars.
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Example 9 - Graphics Output
Example 9 - Text Output
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