Time Series Analysis with Applications in R by Jonathan D. Cryer and Kung-Sik Chan

• Errata for the first printing of the book (3-25-2013)
• Errata for the second printing of the book (3-25-2013)
• Errata for the third printing of the book (3-25-2013)
• The book can be ordered from Amazon.com
• R can be downloaded from here

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

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