4.5 Further Reading: Time Series Concepts

This chapter gives a very brief introduction to time series modeling. More thorough treatments of time series analysis with an orientation towards economics and finance with examples in R are given in (Ruppert and Matteson 2015), (Tsay 2010), and (Zivot 2016). The CRAN task view for Time Series is an excellent summary of R packages used for time series analysis.


Ruppert, D., and D. S. Matteson. 2015. Statistics and Data Analysis for Financial Engineering with R Examples. New York: Springer.

Tsay, R. 2010. Analysis of Financial Time Serie. Wiley.

Zivot, E. 2016. Modeling Financial Time Series with R. New York: Springer.