[R] books on Time series

[Gerard M. Keogh]

Antonio,

You basically need the cross-correlation function in R which is very easy
to use - just look up the examples in ?ccf.
So, if any of the books you mention deal with it - you'll be ok.

If you know about ARIMA models (or know someone who does in a maths/stats
dept) and stuff like that then you can use "transfer functions" to model
the dynmaic relationships - I think ARIMA in R should allow you to do that
using an "x" input function.

My own personal favourite TS book is which is a bit mathematical (i.e.
easier than the "old testament" bible - TSA by Brockwell and Davis) is:
   Time Series Analyis: Univariate and Multivariate Methods, by W. S. Wei,
   1990.
older, but still top notch in my opinion.

Hope this helps!

Gerard



                                                                           
             Antonio Olinto                                                
             <aolinto_r at bignet                                             
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Dear list fellows,

I want to study time series and use R to analyse time series of fishing
data from several species (landings and cpue) investigating the
correlation between them and with environmental factors (water
temperature, wind, etc.).

Searching at Amazon I found three books with examples in R:

Time Series Analysis: With Applications in R by Jonathan D. Cryer and
Jonathan D. Cryer

Time Series Analysis and Its Applications: With R Examples by Robert H.
Shumway and Robert H. Shumway

Introductory Time Series with R (Use R) by Paul S.P. Cowpertwait and
Andrew V. Metcalfe

I would like to receive any suggestion of which is most appropriate for
a non-statistician (I am a biologist). Reading only the index I could
not evaluate it.

Thanks in advance,

Antonio Olinto

Marine Fisheries Center
Sao Paulo Fisheries Institute
Brazil

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