Time Series Analysis and Its Applications: With R Examples

http://www.stat.pitt.edu/stoffer/tsa3/

astsa

The R package for the text is called astsa. The package can be obtained from CRAN and its mirrors in the usual way. See the package notes page for further information. Also, Appendix R (pdf) has been updated to include information about the package.

forthcoming text on nonlinear time series

A text on Nonlinear Time Series Analysis will be published by Chapman-Hall by Fall 2013. The text can be used as a second course in time series analysis. The website for the text is under construction, but you can get some preliminary details there.

new EZ version of this book

An easy version of the text that should be more suitable for an undergraduate class in time series analysis is now available (for free). This was accomplished by removing some sections and reworking some of the stories. You can download it here: tsa3EZ. The preface has more details on how this magic was performed and how to work the machine.

steal this book

If you're at a University that subscribes to the Springer library, follow the link to the right. If you want to steal the text, it's pretty easy to find an illegal copy, but you can get a nice illegal copy from LibGen. There's little risk in stealing stuff off the internet, so if you really want to be a gangsta, go into your campus bookstore and steal a hardcopy. Then, sell it back to them.

getting R

To download R, go to CRAN and choose a mirror close to you. The installation includes help files and some user manuals. You can find helpful tutorials by following CRAN's link to Contributed Documentation. If you're new to R/Splus, then R for Beginners is a great introduction and Quick R is a helpful website.

The R issues for time series analysis page is still alive because, while everything changes, some things stay the same.

The html version of the R time series tutori

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