Monday, May 02, 2016

2016-05-02 Monday - Time Series Analysis and Its Applications

During my current exercise to master the R programming language (MITx: 15.071x The Analytics Edge) - I happened to come across the web site for an interesting book today...
http://www.stat.pitt.edu/stoffer/tsa3/

Time Series Analysis and Its Applications: With R Examples, Third Edition
by Robert H. Shumway
and David S. Stoffer, Professor in the Department of Statistics at the University of Pittsburgh

The R package for the text is called asta (Applied Statistical Time Series Analysis)

You may be interested in the change log notes (latest version appears to be 1.3, Nov 2014)
http://www.stat.pitt.edu/stoffer/tsa3/xChanges.htm

They have also made available a free 200 page EZ Edition of the material
http://www.stat.pitt.edu/stoffer/tsa3/tsa3EZ.pdf

David S. Stoffer also collaborated with Randal Douc and Eric Moulines to write: Nonlinear Time Series: Theory, Methods, and Applications with R Examples
also available on Amazon

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