Third Edition: Time series analysis and its applications with R examples 《时间序列分析及应用-R范例》最新第三版
作者：Robert H. Shumway • David S. Stoffer
书籍预览：http://www.amazon.com/Time-Series-Analysis-Its-Applications/dp/144197864X

此书被作为宾西法利亚州立大学(Penn State)时间序列分析教材，授课教授是其中一位作者。在 Penn State 官网上有Online Course（用的也是这本教材）,讲解深入浅出，个人觉得是目前较好的时间序列学习材料之一。
在线免费课程链接：
https://onlinecourses.science.psu.edu/stat510/

Link for R package 和在本书中使用的数据 :
http://cran.r-project.org/web/packages/astsa/index.html
astsa-package {astsa} R Documentation

Applied Statistical Time Series Analysis
Description
Includes data and scripts to accompany Time Series Analysis and Its Applications: With R Examples (3rd ed) by R.H. Shumway and D.S. Stoffer. Springer Texts in Statistics, 2011.
Details
Package:  astsa
Type:  Package
Version:  1.1
Date:  2012-07-15
License:  GPL-2
LazyLoad:  yes

急需此书但又没有论坛币的同学可以PM我，我可以提供免费的下载链接!