Time Series Analysis and Its Applications: With R Examples (Springer Texts in Statistics) @ richardeward.com

Time Series Analysis and Its Applications: With R Examples (Springer Texts in Statistics)
by Robert H. Shumway, David S. Stoffer
from Springer

Customer Reviews:

• Avg. Customer Rating: 4.0 / 5.0

• Adequate but need a refresher
  The examples are interesting and informative, but it's been a few years since I took a statistics course and I had forgotten some of the basic manipulations necessary to work through the homeworks. It's still early in the course, but I think that the book and R examples will be more than adequate as an assist to lecture.

• The best of a bad bunch
  Although a lot of books have been written on time series analysis, most of them just aren't very good. "Time Series Analysis and its Applications" is one of the better time series text books. It's not a brilliant book, but all of the other time series books that I have seen are worse.
  This book covers all of the main areas of time series analysis such as ARIMA, GARCH and ARMAX models and spectral analysis and it does a pretty good job of it. Most of the explanations are clear enough for a beginner... more info

• Excellent!
  I got this book very fast and it is also an excellent textbook to learn time series.

• modern time series with applications
  This is a modern book on time series analysis with many interesting and useful examples. It has a practical orientation much like Shumway's earlier book. The material has been tested in courses given by the authors at UC Berkeley and UC Davis. Good for both undergraduate and graduate level students. It covers most of the basics from both the time and frequency domain approaches. Although one reviewer suggests that it is light on theory compared to the Brockwell and Davis book, there is an adequate amount of... more info

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