I have often thought that the biggest problem in coming to terms with time series methods is the lack of free or inexpensive software. In planning this book I decided that some software had to be provided and this I have done. Of course this means one must make some pretty fundametal decsions, such as the language. After some thought it seemed sensible to base all the software on R developed by Robert Gentleman and Ross Ihaka.
R has much to commend it, a lanuage very simlar to Splus, it is widely
available and has an enthusiatic and expert set of users and developers. There is almost all the
information you require about R at
the (mirror) CRAN or
the main site.
There is a lot of information available at the CRAN
site however I learned what little I know from
"Modern Applied Statistics with S-Plus" by Venables & Ripley and
interested reader might also like to try
Spoetry
When work on this book began there was little in the way of general purpose time series functions so we wrote our own. These are
Since we began some time series routine has been incorported in R and we suggest that the reader also look at these. At the moment they are less comprehensive than the ones here. Since we have to cope with a range of machines and I have only Mac and UNIX available you will have to cope with the text files. These can be pasted into an open R (consol) window or read into R using the source command. e.g. source(file="name").Of course you use these routines at your own risk, the author is not responsible for any loss, damage or injury which may result as a consequence of using the supplied functions. The following may be usefulFor the data series try here