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: [email protected]
>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/
>
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