[R] S: Book for time series analysis with R

David Winsemius dwinsemius at comcast.net
Fri Jul 9 22:12:55 CEST 2010

On Jul 9, 2010, at 3:37 PM, soeren.vogel at eawag.ch wrote:

> Hello
> Could you recommend a printed/electronic book that teaches time  
> series analysis (using R) for students? I am searching for something  
> similar to the MASS book, with a level lower but close, for TSA.  
> Easy examples would be fine to understand deeper statistical  
> procedures. Functions, results, and their practical interpretation  
> should be explained next to the R code.
> Thanks for help and/or suggestions!

Have you looked at the "Books" listing of the main R-project webpage?  
Each has a blurb outlining the topics covered.

[11] Paul S. P. Cowpertwait and Andrew Metcalfe. Introductory Time  
Series with R. Springer Series in Statistics. Springer, 2009. ISBN:  

[41] Jonathan D. Cryer and Kung-Sik Chan. Time Series Analysis With  
Applications in R. Springer, New York, 2008. ISBN 978-0-387-75958-6.

[59] Robert H. Shumway and David S. Stoffer. Time Series Analysis and  
Its Applications With R Examples. Springer, New York, 2006. ISBN  

> Sören
> -- 
> Sören Vogel, Dipl.-Psych. (Univ.), PhD-Student, Eawag, Dept. SIAM
> +41 76 233 3637, http://www.eawag.ch, http://sozmod.eawag.ch
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> and provide commented, minimal, self-contained, reproducible code.

David Winsemius, MD
West Hartford, CT

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