I have often thought that the biggest problem in coming to terms with time series methods is the lack of free or inexpensive software. In planning this book I decided that some software had to be provided and this I have done. Of course this means one must make some pretty fundametal decsions, such as the language. After some thought it seemed sensible to base all the software on R developed by Robert Gentleman and Ross Ihaka.
R has much to commend it, a lanuage very simlar to Splus, it is widely
available and has an enthusiatic and expert set of users and developers. There is almost all the
information you require about R at
the (mirror) CRAN or
the main site.
There is a lot of information available at the CRAN site however I learned what little I know from "Modern Applied Statistics with S-Plus" by Venables & Ripley and interested reader might also like to try Spoetry
When work on this book began there was little in the way of general purpose time series functions so we wrote our own. These are
For the data series try here