Time Series Analysis

References:

Solid textbooks

Peter Brockwell & Richard Davis "Time Series: Theory and Methods"

James Hamilton "Time Series Analysis"

Less solid, but more readable:

Robert Shumway & David Stoffer "Time Series Analysis and Its Applications: With R Examples"

Peter Brockwell & Richard Davis "Introduction to Time Series and Forecasting"

Links to software:

The R Project for Statistical Computing

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