[R] beginner's tutorial, books, etc re: time-series analysis, ARMA/ARIMA models...

Millo Giovanni Giovanni_Millo at Generali.com
Mon Oct 22 14:00:43 CEST 2007


Thomas,
may I also suggest, from the Documentation>Contributed section of CRAN,

"Econometrics in R" by Grant Farnsworth 
http://cran.at.r-project.org/doc/contrib/Farnsworth-EconometricsInR.pdf

(see the chapter on Time series) and, in case you can read Italian,

"Analisi delle serie storiche con R" by Vito Ricci
http://cran.at.r-project.org/doc/contrib/Ricci-ts-italian.pdf

HTH
Giovanni

Giovanni Millo
Research Dept.,
Assicurazioni Generali SpA
Via Machiavelli 4, 
34131 Trieste (Italy)
tel. +39 040 671184 
fax  +39 040 671160 


Original message:
Date: Fri, 19 Oct 2007 15:20:29 -0700 (PDT)
From: Thomas Pujol <thomas.pujol at yahoo.com>
Subject: [R] beginner's tutorial, books, etc re: time-series analysis,
	ARMA/ARIMA models...
To: r-help at stat.math.ethz.ch
Message-ID: <954433.50553.qm at web59302.mail.re1.yahoo.com>
Content-Type: text/plain

Can anyone point me towards a beginner's tutorial, books, etc for
someone that on time-series analysis, ARMA/ARIMA models, etc? 

keywords: time-series, autoregression, autoregressive, tutorial,
beginner, ARMA, ARIMA

 ___________
 
Ai sensi del D.Lgs. 196/2003 si precisa che le informazi...{{dropped:13}}



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