On Monday, April 29, 2013 6:27:25 AM UTC-7, Evgeny Turchyn wrote: > Hello, All! > > I'll have to teach undergraduate students time series analysis. What > > textbook should I use? The course is supposed to be rather broad > > (including AR, MA, ARMA; GARCH etc; some spectral analysis, Kalman > > filter, even elements of nonlinear dynamics) and rather rigorous > > mathematically (it's for students majoring in math). > > Can anyone share his opinion about the following textbooks: > > 1) Wei "Time Series Analysis"; > > 2) Brockwell, Davis "Time Series. Theory and Methods"; > > 3) Cryer, Chan "Time Series Analysis"; > > 4) Shumway, Stoffer "Time Series Analysis and Its > > Applications". > > Second question. What software package should I use for time series > > analysis practice with my undegraduate class? I need support of the > > above-mentioned things (and I'd like to have easy-to-use software). > > > > Best regards, Evgeny.
I am not expert, but you might want to consider "R".