Chapter 1 Preface

Multivariate Time-Series methods are an important part of the toolkit of modern macroeconomists.

The aim of this book is to enable the reader to implement their own time-series methods in a language like R and as such it strive to bridge the gap between more theory-minded books such as () and books such as () that are more concerned in showing the reader how to use already existing R-Packages. Given the aims of the book I have to make prerequisites on the knowledge of the reader. First, this book is not an introduction to R, hence the reader needs to have some basic knowledge of R. This includes basic mathematical operations and some knowledge of object-orientated programming in R, especially with S3-classes. Classes and objects for handling time series in R will be discussed in this book.