[R] books on Time series

Stefan Grosse singularitaet at gmx.net
Tue Jun 16 08:51:59 CEST 2009


On Sun, 14 Jun 2009 22:30:49 -0300 Antonio Olinto
<aolinto_r at bignet.com.br> wrote:

AO> I would like to receive any suggestion of which is most appropriate
AO> for a non-statistician (I am a biologist). Reading only the index I
AO> could not evaluate it.
AO> reproducible code.

I am an economist but maybe also as a biologist you will find the
following useful:

As introduction:
* Venables/Ripley, Modern Applied Statistics with S. Fourth Edition.
  (the "bible", a must have anyway)
As an introduction also dealing with time series:
* Kleiber/Zeileis, Applied Econometrics with R (with application in
  economics, but enough for basics in R and time series)
As an advanced book on time series with R/S examples:
* Tsay, Analysis of Financial Time series (there is also a package for
  R that has examples on some chapters)

Have a look at: http://www.r-project.org/doc/bib/R-books.html you find
there most books dealing with R and also discount information. 

hth
Stefan




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