[R] Getting started with Time Series

Brian Scholl brianscholl1973 at yahoo.com
Fri Oct 26 20:14:39 CEST 2001


Anyone have a good R tutorial for time series? Or know
of a good book? Any advice would be helpful.  I've
been using matlab and programming things directly (not
using canned functions), but now I'm having difficulty
figuring out how to say, do freq domain anaylsis and
get a CI on my periodogram, or plotting the coherence,
etc.  Or how to change certain parameters, e.g. fit
AR(p) with p determined by BIC not AIC.  Also, I'm a
little uncertain as to what formula certain functions
are using.  A tutorial (or any suggestions) would be
great as the refman is not answering all of my
questions.

Thanks

Brian

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