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📊R Programming📊Statistical Methods

Financial Time Series Analysis in R

27 lessons · 1 free to read, 26 in the ebook · 2 files

Learn the fundamentals of analyzing a financial time series in R

This ebook 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 inside

  1. 1Financial Time Series DataFree
  2. 2Exploring Time Series Data in REbook
  3. 3Plotting Time Series in REbook
  4. 4Handling Missing Values in Time SeriesEbook
  5. 5Creating a Time Series Object in REbook
  6. 6Check if an object is a time series object in REbook
  7. 7Plotting Financial Time Series DataEbook
  8. 8Characteristics of Time SeriesEbook
  9. 9Stationary Process in Time SeriesEbook
  10. 10Transforming a Series to StationaryEbook
  11. 11Time Series Transformation in REbook
  12. 12Differencing and Log TransformationEbook
  13. 13Autocorrelation in REbook
  14. 14Time Series ModelsEbook
  15. 15ARIMA ModelingEbook
  16. 16Simulate White NoiseEbook
  17. 17Simulate Random WalkEbook
  18. 18AutoRegressiveEbook
  19. 19Estimating AutoRegressiveEbook
  20. 20Forecasting with AutoRegressiveEbook
  21. 21Moving AverageEbook
  22. 22Estimating Moving AverageEbook
  23. 23ARIMA Modelling in REbook
  24. 24ARIMA Modelling - Identify Model for a Time SeriesEbook
  25. 25Forecasting with ARIMA Modeling in R - Case StudyEbook
  26. 26Automatic Identification of Model Using auto.arima() Function in REbook
  27. 27Financial Time Series in R - Course ConclusionEbook

Course files

  • eBook - Financial Time Series Analysis with R

    PDF · Included in Financial Time Series Analysis with R

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  • Data and R Code

    ZIP · Included in Financial Time Series Analysis with R

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