Time Series: A Data Analysis Approach Using R

Abstract

This text, authored by an esteemed pair of time series experts, is designed as an undergraduate introduction to time series. The book is not intended to compete with the authors' classical graduate text (Shumway and Stoffer 2017)—or for that matter (Brockwell and Davis 2016)—but rather as a stand-alone one semester (or quarter) undergraduate introduction to the subject. The book is data driven, emphasizing applications over theory, and prominently uses the R software package.