[R] time series analysis

[Pfaff, Bernhard Dr.]

Hello John,

as a starting point you might also want to have a look at:

@book{BOOK,
author={Robert S Pindyck and Daniel L Rubinfeld},
title={Econometric Models and Economic Forecasts},
year={1997},
publisher={McGraw-Hill/Irwin},
isbn={0079132928}
}

The monographies of Hamilton and Lütkepohl might then be taken into focus.

Best,
Bernhard 

>John --
>
>Well, as a start, have a look at "Modern Applied Statistics with S," by
>Venables and Ripley, both of which names you will recognize if you read
>this list often.  There is a 30-page chapter on time series (with
>suggestions for other readings), obviously geared to S and R, that is a
>good jumping-off place.
>
>Ben Fairbank
>
>
>-----Original Message-----
>From: r-help-bounces at stat.math.ethz.ch
>[mailto:r-help-bounces at stat.math.ethz.ch] On Behalf Of lamack lamack
>Sent: Thursday, February 01, 2007 3:12 PM
>To: R-help at stat.math.ethz.ch
>Subject: [R] time series analysis
>
>Does anyone know a good introductory book or tutorial about 
>time series 
>analysis? (time
>series for a beginner).
>
>Thank you so much.
>
>John Lamak
>
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