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

4th Edition. — Springer International Publishing AG, 2017. — 567 p. — (Springer Texts in Statistics). — ISBN: 9783319524511.The fourth edition follows the general layout of the third edition but includes some modernization of topics as well as the coverage of additional topics. The preface to the third edition—which follows—still applies, so we concentrate on the differences between the two editions here. As in the third edition, R code for each example is given in the text, even if the code is excruciatingly long. Most of the examples with seemingly endless coding are in the latter chapters. The R package for the text, astsa, is still supported and details may be found in Appendix R. The global temperature deviation series have been updated to 2015 and are included in the newest version of the package; the corresponding examples and problems have been updated accordingly.Characteristics of Time Series
Time Series Regression and Exploratory Data Analysis
ARIMA Models
Spectral Analysis and Filtering
Additional Time Domain Topics
State Space Models
Statistical Methods in the Frequency Domain
Appendixes
Large Sample Theory
Time Domain Theory
Spectral Domain Theory
R Supplement