… I believe that every time series teacher and researcher should own this text.' (Robert Lund, Journal of the American Statistical Association, Vol. The text is intended as a course text for a time series analysis class at the graduate level. 'This is the second edition of a text first published in 2000 …. ' (Wolfgang Schmid, Zentrablatt MATH, Vol. Moreover, the use of the R package … makes the book more interesting …. The consideration of new material makes it more attractive as well. This now available second edition of the book differs from the first … by several substantial changes. It is designed as a textbook at both the undergraduate and graduate level and as a reference work for practitioners …. 'The book gives an introduction to time series analysis. Another substantial change from the ?rst edition is that the material has beendividedintosmallerchapters. Although most students used R (or S-PLUS), a number of them completed the course successfully using other programs such R R R as ASTSA, MATLAB ,SAS, and SPSS. In courses we have given using a preliminary version of the new edition of the text, students were allowed to use any package of preference. Although examples are given in R, the material is not R-dependent. Most of the material that would be given in an introductory course on time series analysis has associated R code. We will also provide additional code and other information of interest on the text’s website. edu/stoffer/tsa2/ or any one of its mirrors. The data ?les can be downloaded from the website for the text, stat. In our examples, we assume the reader has downloaded and installed R and has downloaded the nec- sary data ?les. For novices, R installs some help manuals, and CRAN supplies links to contributed tutorials such as R for Beginners. Readers who have experience with the S-PLUS R package will have no problem working with R. The package, which runs on most operating systems, can be downloaded from The Comprehensive R Archive Network (CRAN) at r-project. P- haps the most signi?cant change is the introduction of examples based on the freeware R package.

The second edition marks a substantial change to the ?rst edition.

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