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Hands-On Time Series Analysis with R

You're reading from   Hands-On Time Series Analysis with R Perform time series analysis and forecasting using R

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Product type Paperback
Published in May 2019
Publisher Packt
ISBN-13 9781788629157
Length 448 pages
Edition 1st Edition
Languages
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Author (1):
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Rami Krispin Rami Krispin
Author Profile Icon Rami Krispin
Rami Krispin
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Table of Contents (14) Chapters Close

Preface 1. Introduction to Time Series Analysis and R 2. Working with Date and Time Objects FREE CHAPTER 3. The Time Series Object 4. Working with zoo and xts Objects 5. Decomposition of Time Series Data 6. Seasonality Analysis 7. Correlation Analysis 8. Forecasting Strategies 9. Forecasting with Linear Regression 10. Forecasting with Exponential Smoothing Models 11. Forecasting with ARIMA Models 12. Forecasting with Machine Learning Models 13. Other Books You May Enjoy

To get the most out of this book

This book was written under the assumption that its readers have the following knowledge and skills:

  • Basic knowledge of statistics or econometrics, which includes topics such as regression modeling, hypothesis testing, normal distribution, and so on
  • Experience with R, or another programming language

You will need to have R installed (https://cran.r-project.org/) and it is recommended to install the RStudio IDE (https://www.rstudio.com/products/rstudio/).

Download the example code files

You can download the example code files for this book from your account at www.packt.com. If you purchased this book elsewhere, you can visit www.packt.com/support and register to have the files emailed directly to you.

You can download the code files by following these steps:

  1. Log in or register at www.packt.com.
  2. Select the SUPPORT tab.
  3. Click on Code Downloads & Errata.
  4. Enter the name of the book in the Search box and follow the onscreen instructions.

Once the file is downloaded, please make sure that you unzip or extract the folder using the latest version of:

  • WinRAR/7-Zip for Windows
  • Zipeg/iZip/UnRarX for Mac
  • 7-Zip/PeaZip for Linux

The code bundle for the book is also hosted on GitHub at https://github.com/PacktPublishing/Hands-On-Time-Series-Analysis-with-R. In case there's an update to the code, it will be updated on the existing GitHub repository.

We also have other code bundles from our rich catalog of books and videos available at https://github.com/PacktPublishing/. Check them out!

Download the color images

Conventions used

There are a number of text conventions used throughout this book.

CodeInText: Indicates code words in text, database table names, folder names, filenames, file extensions, pathnames, dummy URLs, user input, and Twitter handles. Here is an example: "We will use the Sys.Date and Sys.time functions to pull date and time objects respectively."

A block of code is set as follows:

library(TSstudio)

data(USgas)

The output of the R code is prefixed by the ## sign:

ts_info(USgas)
##  The USgas series is a ts object with 1 variable and 227 observations
## Frequency: 12
## Start time: 2000 1
## End time: 2018 11

Bold: Indicates a new term, an important word, or words that you see onscreen. For example, words in menus or dialog boxes appear in the text like this. Here is an example: "Select System info from the Administration panel."

Warnings or important notes appear like this.
Tips and tricks appear like this.
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