Two people were in here last week asking me about time series modeling in R. I said I'd look something up.
I thought this was fabulously helpful for translating between R and time series books:
http://www.stat.pitt.edu/stoffer/tsa2/Rissues.htm
The leading authority on time series, especially ARIMA, in R is probably Rob Hyndman:
http://robjhyndman.com/hyndsight/time-series-data-in-r/
A new tutorial that was announced today that reminded me I promised to look up time series materials.
http://www.analyticsvidhya.com/blog/2015/12/complete-tutorial-time-series-modeling/
