Difference between revisions of "R TimeSeries"
| Line 7: | Line 7: | ||
library(forecast) | library(forecast) | ||
| − | to your code. Here we will use a dataset on UK CPI. | + | to your code. Here we will use a dataset on UK CPI . |
== Importing Data == | == Importing Data == | ||
Revision as of 21:03, 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.
