Antonio,
You basically need the cross-correlation function in R which is very easy
to use - just look up the examples in ?ccf.
So, if any of the books you mention deal with it - you'll be ok.
If you know about ARIMA models (or know someone who does in a maths/stats
dept) and stuff like that then you can use "transfer functions" to model
the dynmaic relationships - I think ARIMA in R should allow you to do that
using an "x" input function.
My own personal favourite TS book is which is a bit mathematical (i.e.
easier than the "old testament" bible - TSA by Brockwell and Davis) is:
Time Series Analyis: Univariate and Multivariate Methods, by W. S. Wei,
1990.
older, but still top notch in my opinion.
Hope this helps!
Gerard
Antonio Olinto
<aolint...@bignet
.com.br> To
Sent by: r-help@r-project.org
r-help-boun...@r- cc
project.org
Subject
[R] books on Time series
15/06/2009 02:30
Dear list fellows,
I want to study time series and use R to analyse time series of fishing
data from several species (landings and cpue) investigating the
correlation between them and with environmental factors (water
temperature, wind, etc.).
Searching at Amazon I found three books with examples in R:
Time Series Analysis: With Applications in R by Jonathan D. Cryer and
Jonathan D. Cryer
Time Series Analysis and Its Applications: With R Examples by Robert H.
Shumway and Robert H. Shumway
Introductory Time Series with R (Use R) by Paul S.P. Cowpertwait and
Andrew V. Metcalfe
I would like to receive any suggestion of which is most appropriate for
a non-statistician (I am a biologist). Reading only the index I could
not evaluate it.
Thanks in advance,
Antonio Olinto
Marine Fisheries Center
Sao Paulo Fisheries Institute
Brazil
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