Reddit reviews Introductory Time Series with R (Use R!)

I'd recommend against using Shumway and Stoffer's book. I used it in an undergrad class and we all found it really confusing and riddled with typos. Plus they makes you use his own package instead of zoo or forecast. But on the bright side Stoffer has it online for free.

I'm actually using Cowpertwait now and it's been a much better resource with better R code.

> I'm trying to create a forecasting model to predict ...was hoping someone could point me in the right direction with documentation, vignetts, papers that could help me figure this out, or ideas on how you would approach this problem.


Well you are in luck, there is an entire book that answers what you are trying to accomplish, and spells out the steps how to do it.


https://www.amazon.ca/Introductory-Time-Paul-S-P-Cowpertwait/dp/0387886974/ref=sr_1_1?keywords=introductory+time+series+r&qid=1574873740&sr=8-1

It may also be available for free through other means.

The specific chapters you want will probably be two and three (correlation, and forecasting strategies), though the rest of the book will likely be beneficial as well.

> I have some but I am not super well versed in the matter. (with regards to R and programming skills)

If that’s the case, it might be difficult to implement what is in the book. It assumes you know R at probably around a low/mid level. But if you power through you should be able to get some good out of it.

Also be aware that according to some of the reviews. the source code and data does not appear to be online any more. That makes direct copy and pasting the examples difficult, but if you are applying it to your own data set only, that might be less of an issue.

Its a pretty good book (its the one I read on forecasting originally), and it will get you going in the might direction but its not perfect and you might be able to find a more current one with available sample data. Read the reviews.

Get started and let me know how it goes :)

EDIT

All of the data, as well as functions and R code are indeed available online. Just had to look for it:

http://www.maths.adelaide.edu.au/emac2009/

Edit 2:

Here is are a few newer books as well. I skimmed it quickly and it may or may not be better:

http://db.ucsd.edu/static/TimeSeries.pdf

Again, you are looking at autocorrelation and forecasting. This one may lean a bit more on the math side.

/EDIT