Finance Train LogoFinance Train
LibraryBlogMembership
Finance TrainFinance Train
Home
Learn
Getting StartedGetting StartedPythonPythonR ProgrammingR ProgrammingQuantitative FoundationsQuantitative FoundationsData AnalysisData AnalysisMachine LearningMachine LearningAIAIFinance AppsFinance Apps
BlogToolsMembership
    CoursesFinancial Time Series Analysis in R
    Premium

    Financial Time Series Analysis in R

    Learn the fundamentals of analyzing a financial time series in R

    This course provides an introduction to the financial times series data and how we can analyze the time series data in R.

    • You will learn about how to explore and build time-series data, calculate its key statistics, and plot time series charts.
    • You will also learn about how to use the important time series models such as White Noise, Random Walk, Autoregression, and Moving Average.
    • You will learn how to simulate these models in R and fit these models into financial time series data using the ARIMA functions.
    • Finally, you will learn about predictive modeling and how to use these models to predict the future.
    • We've provided various step-by-step examples using real financial time series data such as stock prices, and economic factors.

    What's Included

    • Detailed concepts and explanations about each topic
    • Step-by-step instructions for all models built in R
    • All the data files used in the book
    • Complete downloadable R code for all examples used in the book

    Lessons

    01

    Financial Time Series Data

    Start
    02

    Exploring Time Series Data in R

    Start
    03

    Plotting Time Series in R

    Start
    04

    Handling Missing Values in Time Series

    Start
    05

    Creating a Time Series Object in R

    Start
    06

    Check if an object is a time series object in R

    Start
    07

    Plotting Financial Time Series Data (Multiple Columns) in R

    Start
    08

    Characteristics of Time Series

    Start
    09

    Stationary Process in Time Series

    Start
    10

    Transforming a Series to Stationary

    Start
    Finance Train

    Learn data science and AI skills for finance through practical courses and tutorials.

    Learn

    • Learning Path
    • Blog
    • Finance Fundamentals

    Resources

    • Tools
    • Tables
    • Calculators
    • Membership

    Company

    • About
    • Contact
    • Privacy
    • Terms

    © 2026 Finance Train. All rights reserved.

    11

    Time Series Transformation in R

    Start
    12

    Differencing and Log Transformation

    Start
    13

    Autocorrelation in R

    Start
    14

    Time Series Models

    Start
    15

    ARIMA Modeling

    Start
    16

    Simulate White Noise (WN) in R

    Start
    17

    Simulate Random Walk (RW) in R

    Start
    18

    AutoRegressive (AR) Model in R

    Start
    19

    Estimating AutoRegressive (AR) Model in R

    Start
    20

    Forecasting with AutoRegressive (AR) Model in R

    Start
    21

    Moving Average (MA) Model in R

    Start
    22

    Estimating Moving Average (MA) Model in R

    Start
    23

    ARIMA Modelling in R

    Start
    24

    ARIMA Modelling - Identify Model for a Time Series

    Start
    25

    Forecasting with ARIMA Modeling in R - Case Study

    Start
    26

    Automatic Identification of Model Using auto.arima() Function in R

    Start
    27

    Financial Time Series in R - Course Conclusion

    Start

    Premium Course

    Unlock all lessons and resources in Financial Time Series Analysis in R.

    Access all premium courses with one membership

    What's Included

    Online Lessons

    Chat with Lessons

    Quizzes

    Course Project

    Downloadable Ebook

    Resources

    (2)