astsa

The R package for the text is called astsa. The package can be obtained from CRAN and its mirrors in the usual way. See the package notes page for further information and a change log. Also, Appendix R (pdf) has been updated to include information about the package.

text on nonlinear time series

A text on Nonlinear Time Series Analysis was published by Chapman-Hall in January 2014. The text can be used as a second course in time series analysis.

the original yellow book

If you're at a University that subscribes to the Springer library, you can download the book for free from the Springer Link.

the EZ green version

An easier version of the text is now available (for free). This was accomplished by removing Chapters 5, 6 and 7, and some sections in the other chapters and reworking some of the stories and exercises. You can download it here: tsa3EZ. The preface has more details on how this magic was performed and how to work the machine.

getting R

To download R, go to CRAN and choose a mirror close to you. The installation includes help files and some user manuals. You can find helpful tutorials by following CRAN's link to Contributed Documentation. If you're new to R/Splus, then R for Beginners is a great introduction and Quick R is a helpful website.

The R issues for time series analysis page is still alive because, while everything changes, some things stay the same.

The html version of the R time series tutorial has been updated for edition 3. Go here to get your Quick Fix.

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