Getting started with Time Series
On Fri, 26 Oct 2001, Brian Scholl wrote:
Anyone have a good R tutorial for time series? Or know of a good book? Any advice would be helpful. I've been using matlab and programming things directly (not using canned functions), but now I'm having difficulty figuring out how to say, do freq domain anaylsis and get a CI on my periodogram, or plotting the coherence, etc. Or how to change certain parameters, e.g. fit AR(p) with p determined by BIC not AIC. Also, I'm a little uncertain as to what formula certain functions are using. A tutorial (or any suggestions) would be great as the refman is not answering all of my questions.
The code was in the main written to reproduce the examples in Venables & Ripley (1999): see the MASS scripts for the changes needed.
Brian D. Ripley, ripley at stats.ox.ac.uk Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272860 (secr) Oxford OX1 3TG, UK Fax: +44 1865 272595 -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-help-request at stat.math.ethz.ch _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._