Difference between revisions of "R TimeSeries"
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| + | to your code. Here we will use a dataset on UK CPI. | ||
== Importing Data == | == Importing Data == | ||
Revision as of 20:54, 11 February 2015
In this section we will demonstrate how to do basic univariate time-series modelling with R. We will use a package written by Rob Hyndman, called "forecast". So before you get started you need to go to R and
install.packages("forecast")
But note that this package requires R of version 3. Then at the beginning of your code you will have to import the library by adding
library(forecast)
to your code. Here we will use a dataset on UK CPI.
Importing Data
Additional Resources
- A very quick intro from Quick-R can be found here [1]
- We are using the package "forecast" authored by Rob Hyndman who has also written an online textbook on the topic of forecasting [2]
- To access some very useful data-series in a very convenient way we will also use the QUANDL package.
