Time Series Analysis by State Space Methods

and well organized. Two appendixes provided at the end of the text explain the installation of R and provide a quick tutorial on the use of R. In addition, a handful of exercises are provided at the end of each chapter, the level of which are similar to those in the text of Muller and Fetterman (2002). A “how to” text on R would be a helpful supplement to this text. Overall, Linear Models With R is well written and, given the increasing popularity of R, it is an important contribution.