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1、UseR!SeriesEditors:RobertGentlemanKurtHornikGiovanniParmigianiForothertitlespublishedinthisseries,gotohttp://www.springer.com/series/6991GiovanniPetris.SoniaPetrone.PatriziaCampagnoliDynamicLinearModelswithRGiovanniPetrisSoniaPetroneDepartmentofMathematica
2、lSciencesDepartmentofDecisionSciencesUniversityofArkansasBocconiUniversityFayetteville,AR72701ViaRoentgen,1USA20136Milanogpetris@uark.eduItalysonia.petrone@unibocconi.itPatriziaCampagnoliDepartmentofDecisionSciencesBocconiUniversityViaRoentgen,120136Milano
3、Italypatrizia.campagnoli@unibocconi.itISBN978-0-387-77237-0e-ISBN978-0-387-77238-7DOI10.1007/b135794SpringerDordrechtHeidelbergLondonNewYorkLibraryofCongressControlNumber:2009926480©SpringerScience+BusinessMedia,LLC2009Allrightsreserved.Thisworkmaynotbetra
4、nslatedorcopiedinwholeorinpartwithoutthewrittenpermissionofthepublisher(SpringerScience+BusinessMedia,LLC,233SpringStreet,NewYork,NY10013,USA),exceptforbriefexcerptsinconnectionwithreviewsorscholarlyanalysis.Useinconnectionwithanyformofinformationstoragean
5、dretrieval,electronicadaptation,computersoftware,orbysimilarordissimilarmethodologynowknownorhereafterdevelopedisforbidden.Theuseinthispublicationoftradenames,trademarks,servicemarks,andsimilarterms,eveniftheyarenotidentifiedassuch,isnottobetakenasanexpress
6、ionofopinionastowhetherornottheyaresubjecttoproprietaryrights.Printedonacid-freepaperSpringerispartofSpringerScience+BusinessMedia(www.springer.com)AMaryeGiulioG.P.AFrancesca,aimieinipotiS.P.AAndreaeMicheleP.C.PrefaceThisbookaimsatintroducingthereadertosta
7、tisticaltimeseriesanalysisbydynamiclinearmodels.Wehavetriedtobepreciseandrigorousindiscussingthemainconceptsandtools,yetkeepingasimpleandfriendlystyleofpresen-tation.Themainmethodsandmodelsarewidelyillustratedwithexamplesbasedonrealdata,implementedinR.Toge
8、therwiththebook,wedevelopedanRpackageforinferenceandforecastingwithdynamiclinearmodels;thedlmpackageisavailableasacontributedpackageintheComprehensiveRArchiveNetworkathttp://www.r-project.org/.Intherecentyear
