An R Time Series Tutorial http://www.stat.pitt.edu/stoffer/tsa2/R_time_series_quick_fix.htm http://www.stat.pitt.edu/stoffer/tsa2/Examples.htm http://stat.ethz.ch/R-manual/R-patched/library/stats/html/predict.arima.html 相关toolkits http://gretl.sourceforge.net/