Book Review: Introductory Time Series with R

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I’m a big fan of R and time series analysis, so I was excited to read the book “Introductory Time Series with R. I’ve been using the book for about 9 years, so I thought it was about time for a review! In this review, I’m going to cover the following topics: the amount of R content, the subject content, who is the book for, and my overall recommendation.

R Content
The R content is high. All the ideas in the book are heavily illustrated with R code. At the beginning of the book, the authors point out that they use Sweave to embed the code and plots. They also make use of online data sets, so you can type in examples from the book and reproduce the calculations and figures.

Time Series Content
The book covers all the time series topics you’d want in an introduction, plus a few specialty topics like multivariate models. Each chapter is a solid introduction to a topic in time series analysis.

Who is the Book For
1) People who what to learn time series analysis. It covers the theory, application, and has plenty of opportunities for hands-on learning. 2) People who want to learn to do time series analysis using R. That’s why I bought the book! I’m familiar with time series analysis and I bought the book to learn how to do time series stuff with R. The book definitely delivered on that account. 3) People who want to teach a course on time series analysis. The book has plenty of examples and exercises (not sure if there is a solution manual).

Overall Recommendation
The book is well written. The R code is clear and well presented. The figures are numerous and informative. The book is wonderful and I highly recommend it!

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