Hello John, as a starting point you might also want to have a look at:
@book{BOOK, author={Robert S Pindyck and Daniel L Rubinfeld}, title={Econometric Models and Economic Forecasts}, year={1997}, publisher={McGraw-Hill/Irwin}, isbn={0079132928} } The monographies of Hamilton and Lütkepohl might then be taken into focus. Best, Bernhard >John -- > >Well, as a start, have a look at "Modern Applied Statistics with S," by >Venables and Ripley, both of which names you will recognize if you read >this list often. There is a 30-page chapter on time series (with >suggestions for other readings), obviously geared to S and R, that is a >good jumping-off place. > >Ben Fairbank > > >-----Original Message----- >From: [EMAIL PROTECTED] >[mailto:[EMAIL PROTECTED] On Behalf Of lamack lamack >Sent: Thursday, February 01, 2007 3:12 PM >To: R-help@stat.math.ethz.ch >Subject: [R] time series analysis > >Does anyone know a good introductory book or tutorial about >time series >analysis? (time >series for a beginner). > >Thank you so much. > >John Lamak > >_________________________________________________________________ >Descubra como mandar Torpedos SMS do seu Messenger para o celular dos >seus >amigos. http://mobile.msn.com/ > >______________________________________________ >R-help@stat.math.ethz.ch mailing list >https://stat.ethz.ch/mailman/listinfo/r-help >PLEASE do read the posting guide >http://www.R-project.org/posting-guide.html >and provide commented, minimal, self-contained, reproducible code. > >______________________________________________ >R-help@stat.math.ethz.ch mailing list >https://stat.ethz.ch/mailman/listinfo/r-help >PLEASE do read the posting guide >http://www.R-project.org/posting-guide.html >and provide commented, minimal, self-contained, reproducible code. > ***************************************************************** Confidentiality Note: The information contained in this mess...{{dropped}} ______________________________________________ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.