R TimeSeries

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. Here we will use

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.