[R] Getting started with Time Series

Prof Brian D Ripley ripley at stats.ox.ac.uk
Fri Oct 26 21:19:38 CEST 2001

On Fri, 26 Oct 2001, Brian Scholl wrote:

> 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.

The code was in the main written to reproduce the examples in Venables &
Ripley (1999): see the MASS scripts for the changes needed.

Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272860 (secr)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595

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