Chapter 12 – Analyzing Time-series

The loaded R package versions (in the order mentioned in the chapter):

• hflights 0.1 (CRAN)
• data.table 1.9.4 (CRAN)
• forecast 6.1 (CRAN)
• tsoutliers 0.6 (CRAN)
• AnomalyDetection 1.0 (GitHub)
• zoo 1.7-12 (CRAN)

Further R packages:

• xts 0.9-7 (CRAN)

Further reading:

• Forecasting: principles and practice, OTexts, Rob J Hyndman, George Athanasopoulos in 2013 at https://www.otexts.org/fpp
• Time Series Analysis and Its Applications, Springer, Robert H. Shumway, David S. Stoffer in 2011 at http://www.stat.pitt.edu/stoffer/tsa3/
• Little Book of R for Time Series, Avril Coghlan in 2015 at http://a-little-book-of-r-for-time-series.readthedocs.org/en/latest/
• Time Series Analysis CRAN Task View by Rob J Hyndman at https://cran.r-project.org/web/views/TimeSeries.html