Financial Time Series Analysis in R

Lessons

Financial Time Series Data

Exploring Time Series Data in R

Plotting Time Series in R

Handling Missing Values in Time Series

Creating a Time Series Object in R

Check if an object is a time series object in R

Plotting Financial Time Series Data (Multiple Columns) in R

Characteristics of Time Series

Stationary Process in Time Series

Transforming a Series to Stationary

Time Series Transformation in R

Differencing and Log Transformation

Autocorrelation in R

Time Series Models

ARIMA Modeling

Simulate White Noise (WN) in R

Simulate Random Walk (RW) in R

AutoRegressive (AR) Model in R

Estimating AutoRegressive (AR) Model in R

Forecasting with AutoRegressive (AR) Model in R

Moving Average (MA) Model in R

Estimating Moving Average (MA) Model in R

ARIMA Modelling in R

ARIMA Modelling – Identify Model for a Time Series

Forecasting with ARIMA Modeling in R – Case Study

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

Financial Time Series in R – Course Conclusion