Time Series Analysis and Forecasting

Time Series Analysis and Forecasting

Spring 2010




Current Version of R: 2.10.1 (December 2009)

Download R 2.10.1 for Windows (32 megabytes)

An Introduction to R is based on the former “Notes on R”, gives an introduction to the language and how to use R for doing statistical analysis and graphics. [browse HTML | download PDF ]


Jonathan D. Cryer and Kung-Sik Chan (2008). Time Series Analysis With Applications in R, Second Edition, Springer.



All the datasets and the new or enhanced R functions used in the text book are collected into a package called TSA that can be downloaded and installed in R. This can be done by clicking the Packages menu and then selecting Set CRAN mirror. Again select a mirror site that is closest to you geographically, and a window containing the names of all available packages will pop up. In addition to our TSA package, you will need to install packages named leaps, locfit, MASS, mgcv, tseries, and uroot.

 Download  TSA package and others


Practice Problems:
                            Chapter 1 

Chapter 2

                            Chapter 4
                            Chapter 5
                            Chapter 6

Chapter 7