Cryer J.D., Chan Kung-Sik. Time Series Analysis: With Applications in R (+Solutions Manual)

Second Edition. — Springer, 2008. — (501 + 305) p. — ISBN: 0387759586.The book was developed for a one-semester course usually attended by students in statistics, economics, business, engineering, and quantitative social sciences. Basic applied statistics through multiple linear regression is assumed. Calculus is assumed only to the extent of minimizing sums of squares, but a calculus-based introduction to statistics is necessary for a thorough understanding of some of the theory. However required facts concerning expectation, variance, covariance, and correlation are reviewed in appendices. Also, conditional expectation properties and minimum mean square error prediction are developed in appendices. Actual time series data drawn from various disciplines are used throughout the book to illustrate the methodology. The book contains additional topics of a more advanced nature that can be selected for inclusion in a course if the instructor so chooses.+Solutions Manual to accompany Time Series Analysis with Applications in R, Second Edition
by Jonathan D. Cryer and Kung-Sik Chan. Solutions by Jonathan Cryer and Xuemiao Hao, updated 7/28/08.