Introductory Time Series with R
By Andrew V. Metcalfe, Paul S.P. Cowpertwait
This book gives you a step-by-step introduction to analysing time series using the open source software R. Each time series model is motivated with practical applications, and is defined in mathematical notation. Once the model has been introduced it is used to generate synthetic data, using R code, and these generated data are then used to estimate its parameters.