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...

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)

They have also made available a free 200 page EZ Edition of the material

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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