Sunday, September 5, 2010

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: