R - Time Series

Time Series analysis is an important part of statistics.
Bibliography

• Time Series Analysis and Its Applications: With R Examples, by Robert H. Shumway and David S. Stoffer. In this page http://www.stat.pitt.edu/stoffer/tsa2/index.html there is the source code of the book, which is useful even if we have not read the book.
• Introduction to Time Series and Forecasting, by Peter J. Brockwell and Richard A. Davis.

R webpage:

• Summary of stats library: http://stat.ethz.ch/R-manual/R-devel/library/stats/html/00Index.html