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
Dear Antionio, As you mentioned that your are non-statistician, "Introductory Statistics with R - 2nd Edition by Peter Dalgaard" can give you better startup. Regards, Indian_R_Analyst.
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
.com.br> To
Sent by: r-help at r-project.org
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Subject
[R] books on Time series
15/06/2009 02:30
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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On Sun, 14 Jun 2009 22:30:49 -0300 Antonio Olinto <aolinto_r at bignet.com.br> wrote: AO> I would like to receive any suggestion of which is most appropriate AO> for a non-statistician (I am a biologist). Reading only the index I AO> could not evaluate it. AO> reproducible code. I am an economist but maybe also as a biologist you will find the following useful: As introduction: * Venables/Ripley, Modern Applied Statistics with S. Fourth Edition. (the "bible", a must have anyway) As an introduction also dealing with time series: * Kleiber/Zeileis, Applied Econometrics with R (with application in economics, but enough for basics in R and time series) As an advanced book on time series with R/S examples: * Tsay, Analysis of Financial Time series (there is also a package for R that has examples on some chapters) Have a look at: http://www.r-project.org/doc/bib/R-books.html you find there most books dealing with R and also discount information. hth Stefan
Antonio, I just got the Cowpertwait and Metcalfe book (released today in the U.S.) and I think it's what you're looking for. It has good, practical examples and lots of sample code. I looked at Cryer's book, but it had too much on time series theory for my purposes; Cowpertcalfe helpfully marks the "theory sections" with asterisks for easy ignorability. Good luck. Jason Bailey Analyst, OPNAV N81 Washington, DC -----Original Message----- Sent: Sunday, June 14, 2009 21:31 Subject: [R] books on Time series 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