tryshy 如果想用R的话,可以考虑: R.H. Shumway and D.S. Stoffer (2006), Time Series Analysis & Its Applications: With R Examples (Second Edition), Springer. 这也是人大暑期学校明尼苏达大学杨宇泓教授讲时间序列分析的教材,其类似课程页面: http://www.stat.umn.edu/~yyang/courses/stat8511_09.html