bad dog
This is the site for the third edition of the text and is no longer maintained.
Most links here lead to the new site ...

Click this line to go to the site for the 4th edition.


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.

3rd edition

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

4th edition

A new edition is in the works. Stay tuned.

EZ edition

A gentle introduction to time series analysis is now available (for free): tsa3EZ. The preface has more details.

getting R

To download R, go to CRAN and choose a mirror close to you.

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. Go here to get your Quick Fix.

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 reference for a second course in time series analysis.