Introduction to Time Series and Forecasting, Brockwell and Davis, Springer Verlag
Time Series: Theory and Methods, Brockwell
and Davis, Springer Verlag
Time Series Forecasting, Chatfield, Chapman and Hall
The
Analysis of Time Series: An Introduction, Chatfield, Chapman and Hall
Time
Series Models,
Time
Series Analysis and its Applications, Shumway and Stoffer, Springer Verlag
Have a look at the introduction (under Manuals)
Also, the following contains information on time series
analysis with R
http://www.statoek.wiso.uni-goettingen.de/veranstaltungen/zeitreihen/sommer03/ts_r_intro.pdf
The following contains information related to the Shumway and Stoffer book with
some good R functions and a good tutorial on R that you should try
http://www.stat.pitt.edu/stoffer/tsa4/
All the following functions should work in R – any
problems, let me know.
Once you've saved the file "Functions" you can
type:
source("Functions")
Once you've saved the file "Functions" you can
type:
source("Functions")
from
the commands window to read in the functions.
The
file "Commands" gives examples of the commands you need to type to
run the functions.