Time Series Analysis: With Applications in R

by Jonathan D. Cryer, Kung-Sik Chan

This book has been developed for a one-semester course usually attended by students in statistics, economics, business, engineering, and quantitative social sciences. A unique feature of this edition is its integration with the R computing environment. Basic applied statistics is assumed through multiple regression. Calculus is assumed only to the extent of minimizing sums of squares but a calculus-based introduction to statistics is necessary for a thorough understanding of some of the theory. Actual time series data drawn from various disciplines are used throughout the book to illustrate the methodology.

Genres: Nonfiction, Textbooks

505 pages, Hardcover

First published April 4, 2008

Reviews

[Anurag · Rating 4 out of 5]

It's not a great treatise on theory but a good way to get comfortable with time-series modeling in R. I feel there are a lot of functions in R that should have been explained better in the beginning but the authors seem more interested in developing the intuition instead. I won't recommend reading this as the only book on time-series analysis but rather as a practice book with another more theoretical text.

[Dwi Nur'Aini Putri · Rating 4 out of 5]

Theoretical quite hard to understand but practically well enough to applied in R.