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
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