Wednesday, November 10, 2010

Time Series analysis in R

This was part of a course I took at university. R is quite user friendly, efficient on system resources, and pretty useful! Below you'll find commands for some basic statistics along with their explanations and examples.

Topics included:

Basic stats, Cross Correlations, Cointegration, GARCH( Generalized Autoregressive Conditional Heteroskedasticity), ARIMA (Autoregressive Integrated Moving Averages), VAR (Vector Autoregression), and linear single/multiple regression.

(Paul is a great guy)
Lecture Notes

2 Reflections:

fellow R blogger said...

Thanks for the link, man. I'm looking forward to reading this.

Rocko Chen said...

Thanks Chris, I hope you'll find the stuff helpful.