Shumway Stoffer Time_Series_Analysis_and_Its_Applications__With_R_Examples 3rd edition (1)

Preface to the Third Edition
The goals of this book are to develop an appreciation for the richness and
versatility of modern time series analysis as a tool for analyzing data, and still
maintain a commitment to theoretical integrity, as exemplified by the seminal
works of Brillinger (1975) and Hannan (1970) and the texts by Brockwell and
Davis (1991) and Fuller (1995). The advent of inexpensive powerful computing
has provided both real data and new software that can take one considerably
beyond the fitting of simple time domain models, such as have been elegantly
described in the landmark work of Box and Jenkins (1970). This book is
designed to be useful as a text for courses in time series on several different
levels and as a reference work for practitioners facing the analysis of timecorrelated
data in the physical, biological, and social sciences.
We have used earlier versions of the text at both the undergraduate and
graduate levels over the past decade. Our experience is that an undergraduate
course can be accessible to students with a background in regression analysis
and may include §1.1–§1.6, §2.1–§2.3, the results and numerical parts of §3.1–
§3.9, and briefly the results and numerical parts of §4.1–§4.6. At the advanced
undergraduate or master’s level, where the students have some mathematical
statistics background, more detailed coverage of the same sections, with the
inclusion of §2.4 and extra topics from Chapter 5 or Chapter 6 can be used as
a one-semester course. Often, the extra topics are chosen by the students according
to their interests. Finally, a two-semester upper-level graduate course
for mathematics, statistics, and engineering graduate students can be crafted
by adding selected theoretical appendices. For the upper-level graduate course,
we should mention that we are striving for a broader but less rigorous level
of coverage than that which is attained by Brockwell and Davis (1991), the
classic entry at this level.
The major difference between this third edition of the text and the second
edition is that we provide R code for almost all of the numerical examples. In
addition, we provide an R supplement for the text that contains the data and
scripts in a compressed file called tsa3.rda; the supplement is available on the
website for the third edition, http://www.stat.pitt.edu/stoffer/tsa3/,