Time Series Analysis with Applications in R by Jonathan D. Cryer and Kung-Sik Chan
The TSA package implements all methods introduced in the book, and it is available for installation directly from the software R. The latest version is TSA 0.97, upgraded in 7-21-2008.
R scripts that reproduce the figures and analysis in the book
- All R scripts in a compressed file
- R scripts listed by chapter:
- Chapter 1
- Chapter 2
- Chapter 3
- Chapter 4
- Chapter 5
- Chapter 6
- Chapter 7
- Chapter 8
- Chapter 9
- Chapter 10
- Chapter 11
- Chapter 12 ; the hkrate data referred to in the script can be downloaded here
- Chapter 13
- Chapter 14
- Chapter 15
Datasets
- All datasets used in the book are included in the R package TSA. They can also be downloaded here.
- All datasets in a zipped file.
- Individual datasets:
- CREF.dat
- JJ.dat
- SP.dat
- airmiles.dat
- airpass.dat
- ar1.2.s.dat
- ar1.s.dat
- ar2.s.dat
- arma11.s.dat
- beersales.dat
- bluebird.dat
- bluebirdlite.dat
- boardings.dat
- co2.dat
- color.dat
- cref.bond.dat
- days.dat
- deere1.dat
- deere2.dat
- deere3.dat
- eeg.dat
- electricity.dat
- euph.dat
- explode.s.dat
- flow.dat
- gold.dat
- google.dat
- hare.dat
- hours.dat
- ima22.s.dat
- larain.dat
- ma1.1.s.dat
- ma1.2.s.dat
- ma2.s.dat
- milk.dat
- oil.price.dat
- oilfilters.dat
- prescrip.dat
- retail.dat
- robot.dat
- rwalk.dat
- spots.dat
- spots1.dat
- star.dat
- tbone.dat
- tempdub.dat
- tuba.dat
- units.dat
- usd.hkd.dat
- veilleux.dat
- wages.dat
- winnebago.dat