We now have a fair idea about how we can use ARIMA modelling in R to ... Continue reading

# Data Science

## Estimating Moving Average (MA) Model in …

We will now see how we can fit an MA model to a given time series using ... Continue reading

## Moving Average (MA) Model in R …

A Moving Average is a process where each value is a function of the noise in ... Continue reading

## Forecasting with AutoRegressive (AR) Mod …

Now that we know how to estimate the AR model using ARIMA, we can create a ... Continue reading

## Estimating AutoRegressive (AR) Model in …

We will now see how we can fit an AR model to a given time series using ... Continue reading

## AutoRegressive (AR) Model in R …

AutoRegressive (AR) model is one of the most popular time series model. In ... Continue reading

## Simulate Random Walk (RW) in R …

When a series follows a random walk model, it is said to be non-stationary. ... Continue reading

## Simulate White Noise (WN) in R …

The function arima.sim() can be used to simulate data from a variety of time ... Continue reading

## ARIMA Modeling …

If we combine differencing with autoregression and a moving average model, ... Continue reading

## Time Series Models …

By now we have a strong foundational understanding of various concepts ... Continue reading

## Autocorrelation in R …

Autocorrelation is an important part of time series analysis. It helps us ... Continue reading

## Differencing and Log Transformation …

Removing Variability Using Logarithmic Transformation Since the data ... Continue reading

## Time Series Transformation in R …

We will now learn about how we can perform the mathematical transformations ... Continue reading

## Transforming a Series to Stationary …

Most financial and economic times series are not stationary. Even when you ... Continue reading

## Stationary Process in Time Series …

A common assumption made in time series analysis is that one of the ... Continue reading

## Role of Data Science in Risk Management …

Risk management is an integral part of any financial institution. All ... Continue reading

## Characteristics of Time Series …

Time series have several characteristics that make their analysis different ... Continue reading

## Plotting Financial Time Series Data (Mul …

Let's take one more example of plotting financial time series data. This ... Continue reading

## Check if an object is a time series obje …

In R, objects can be of different class such as vector, list, dataframe, ts, ... Continue reading

## Creating a Time Series Object in R …

In R, we can use the ts() function to create a time series ... Continue reading