Hi, I hope these links help:

1. https://cran.r-project.org/manuals.html

2. http://a-little-book-of-r-for-time-series.readthedocs.io/en/latest/src/timeseries.html

3. http://www.springer.com/gp/book/9780387886978

4. https://github.com/robjhyndman/forecast

thanks

Hi Pafiya Selvaraja,

The answer to your question depends on what kind of application models you want to develop. If you are interested in modelling extreme values, for instance, I'd recommend the R package 'extRemes', it can deal with non-symmetric distributions:

https://www.jstatsoft.org/article/view/v072i08

Hope it helps,

Augusto

You can try forecast R package which is described here:

https://cran.r-project.org/web/packages/forecast/forecast.pdf

regards,

Bogdan