Shumway R.H., Stoffer D.S. Time Series Analysis and Its Applications: With R Examples

3rd Edition. — Springer, 2011. — 609 p. — ISBN 978-1-4419-7864-6, e-ISBN 978-1-4419-7865-3.The goals of this book are to develop an appreciation for the richness and versatility of modern time series analysis as a tool for analyzing data, and still maintain a commitment to theoretical integrity, as exemplified by the seminal works of Brillinger (1975) and Hannan (1970) and the texts by Brockwell and Davis (1991) and Fuller (1995). The advent of inexpensive powerful computing has provided both real data and new software that can take one considerably beyond the fitting of simple time domain models, such as have been elegantly described in the landmark work of Box and Jenkins (1970). This book is designed to be useful as a text for courses in time series on several different levels and as a reference work for practitioners facing the analysis of timecorrelated data in the physical, biological, and social sciences.