Reading list:

The reading list.

R software:

R homepage with links to download of software and manuals. A popular IDE is RStudio

Script

The preliminary version of the script . Please point out any typos and errors. Grayed out sections were not discussed in class (optional reading).
A multiple-choice question from a previous exam.

Exercise sheets

First exercise sheet
Solution to first exercise

Second exercise sheet
Solution to second exercise

R example scripts:

some simple time series models

estimating the auto-correlation function

non-linear transformations and estimation of trend and seasonal components, using dataset airlines.csv

Linear forecasting + prediction intervals

Fitting of ARMA models for SOI-data

Southern Oscillation-index data (SOI)

Some R examples for spectral decomposition
Observations of a X-ray pulsar
Image of John Tukey