Getting seRious about time series with R

Question

If you think back, to when you first started with time series analysis. What tools, R packages and internet resources do you wish you had known about?

What I'm trying to ask is, where should one start? Specifically, are there any resources for R that really boil it down for one who is "new" to time series analysis with R.

Answer 1

There is a Time Series Task View that aims to summarize all the time series packages for R. It highlights some core packages that provide some essential functionality.

I would also recommend the book by Shumway and Stoffer and the associated website, although it is not so good for forecasting.

My blog post on "Econometrics and R" provides a few other references that are useful.

Answer 2

I've found the UseR! series book Introductory Time Series with R by Cowpertwait an Metcalfe very useful in translating my time series statistics textbooks into R-speak.

Answer 3

For ecologists, Tree diversity analysis can be a first healthy step into the right direction. The book is free, it comes with an R package (BiodiversityR) and gives you a taste of other eco-packages (like vegan).