Comments on Learning Time Series with RTypePad2013-06-26T18:35:55ZBlog Administratorhttp://blog.revolutionanalytics.com/tag:typepad.com,2003:http://blog.revolutionanalytics.com/2013/06/learning-time-series-with-r/comments/atom.xml/Mondu commented on 'Learning Time Series with R'tag:typepad.com,2003:6a010534b1db25970b019b002b142e970b2013-10-20T15:42:19Z2013-10-20T15:42:19ZMonduBernand Pfaff's 'Analysis of Integrated and Cointegrated Time Series with R' is missing from your list. This author is one...<p>Bernand Pfaff's 'Analysis of Integrated and Cointegrated Time Series with R' is missing from your list. This author is one of the leading contributer's to the gratis software we call R.</p>Ian Kaplan commented on 'Learning Time Series with R'tag:typepad.com,2003:6a010534b1db25970b01910461fe94970c2013-07-24T16:42:43Z2013-07-24T16:42:43ZIan Kaplanhttp://www.bearcave.comOne comment about the RMetrics ebooks: I find them dramatically expensive. Also, I have had a lot of problems with...<p>One comment about the RMetrics ebooks: I find them dramatically expensive. Also, I have had a lot of problems with the RMetrics packages like fPortfolio, which seems to be only semi-functional, at best. I would have been very upset to pay those prices for the RMetrics documentation only to find that the software didn't work.</p>Ian Kaplan commented on 'Learning Time Series with R'tag:typepad.com,2003:6a010534b1db25970b01910461fd3d970c2013-07-24T16:41:04Z2013-07-26T17:42:42ZIan Kaplanhttp://www.bearcave.comI would also add to the list the excellent Wavelet Methods in Statistics with R by G.P. Nason (Springer 2008)<p>I would also add to the list the excellent Wavelet Methods in Statistics with R by G.P. Nason (Springer 2008)</p>Paolo commented on 'Learning Time Series with R'tag:typepad.com,2003:6a010534b1db25970b01901e22eaac970b2013-07-05T17:52:53Z2013-07-06T02:09:57ZPaoloI think you forgot "Analysis of Financial Time Series" by Ruey S. Tsay, Wiley-Interscience 2010, Probability and Statistics http://faculty.chicagobooth.edu/ruey.tsay/teaching/fts3/<p>I think you forgot "Analysis of Financial Time Series" by Ruey S. Tsay, Wiley-Interscience 2010, Probability and Statistics<br />
http://faculty.chicagobooth.edu/ruey.tsay/teaching/fts3/</p>Gavin Simpson commented on 'Learning Time Series with R'tag:typepad.com,2003:6a010534b1db25970b0192abe002d7970d2013-07-05T03:28:29Z2013-07-06T02:09:57ZGavin Simpsonhttp://www.fromthebottomoftheheap.netThe book you refer to as Cowpertwait's has a second author, Andrew Metcalfe. Minor typo: "AIRMA" -> "ARIMA" at the...<p>The book you refer to as Cowpertwait's has a second author, Andrew Metcalfe.</p>
<p>Minor typo: "AIRMA" -> "ARIMA" at the end of paragraph 4.</p>Ruben Garcia commented on 'Learning Time Series with R'tag:typepad.com,2003:6a010534b1db25970b01910413305a970c2013-07-04T02:31:02Z2013-07-06T02:09:57ZRuben GarciaJust in case someone is trying to run the code under OS X, The command: fit <- auto.arima(IBM.1982) doesn't work...<p>Just in case someone is trying to run the code under OS X,<br />
The command:</p>
<p>fit <- auto.arima(IBM.1982)</p>
<p> doesn't work unless you change it to:</p>
<p>fit <- auto.arima(as.ts(IBM.1982))</p>Eric A. Suess commented on 'Learning Time Series with R'tag:typepad.com,2003:6a010534b1db25970b0191040319ff970c2013-06-30T18:53:41Z2013-07-02T18:47:26ZEric A. Suesshttp://www.sci.csueastbay.edu/~esuess/Thank you for the very nice summary of where one should start these days with learning time series analysis with...<p>Thank you for the very nice summary of where one should start these days with learning time series analysis with R.</p>Fionn Hope commented on 'Learning Time Series with R'tag:typepad.com,2003:6a010534b1db25970b019103f0e5f7970c2013-06-28T20:35:41Z2013-07-02T18:47:26ZFionn HopeFor a very pragmatic approach and one of the best introductory text I've seen consider Forecasting: principles and practice An...<p>For a very pragmatic approach and one of the best introductory text I've seen consider<br />
Forecasting: principles and practice<br />
An online textbook by Rob J Hyndman and George Athanasopoulos<br />
http://otexts.com/fpp/</p>Joseph Rickert commented on 'Learning Time Series with R'tag:typepad.com,2003:6a010534b1db25970b0192abb8f74e970d2013-06-28T18:02:14Z2013-06-28T18:02:14ZJoseph RickertThank you all for the kind words and the spelling help. I appreciate it.<p>Thank you all for the kind words and the spelling help.<br />
I appreciate it.</p>Carl Witthoft commented on 'Learning Time Series with R'tag:typepad.com,2003:6a010534b1db25970b0192abb7ff2d970d2013-06-28T15:49:50Z2013-06-28T20:17:38ZCarl Witthoft@Bostonian clearly the word "oversimplifying" has not yet been oversimplified. :-)<p>@Bostonian clearly the word "oversimplifying" has not yet been oversimplified.<br />
:-)<br />
</p>Bostonian commented on 'Learning Time Series with R'tag:typepad.com,2003:6a010534b1db25970b019103ecfdcf970c2013-06-28T12:01:41Z2013-06-28T20:17:38ZBostonianThanks for the article. The word "oversimplifying" is misspelled.<p>Thanks for the article. The word "oversimplifying" is misspelled.<br />
</p>Tomasz commented on 'Learning Time Series with R'tag:typepad.com,2003:6a010534b1db25970b019103eb939c970c2013-06-28T08:53:13Z2013-06-28T20:17:38ZTomaszI have been investigating the bibliography for time series analysis for a long time now, and though I have already...<p>I have been investigating the bibliography for time series analysis for a long time now, and though I have already found majority of those books it's nice to have a repository of links like this article.</p>
<p>Thank you Joseph.</p>