STA6856 - Time Series Analysis

R Scripts

R Codes

Topic R Code
- Introduction to R + Time Series .html/.qmd
- Simple Zero Mean Models + ACF .html/.qmd
- AutoCorrelation Function .html/.qmd
- Template Assignments .html/.qmd
- Trend + Season Estimation and IID Testing .html/.qmd
- ARMA(p,q) Modeling .html/.qmd
- ARMA(p,q) modeling group work .html/.qmd
- ARIMA(p,d,q) modeling .html/.qmd
- SARIMA(p,d,q)x(P,D,Q)s modeling .html/.qmd
- Forecasting .html/.qmd
- Regression with ARMA errors .html/.qmd
- GARCH models .html/.qmd