Time series analytics

Time series can be defined as a quantity's set of values obtained at successive times, often with equal intervals between them. There are different frequencies such as annual, quarterly, monthly, weekly, and daily. For the GDP (Gross Domestic Product) time series, we usually have quarterly or annual ones. For stock data, we usually have annual, monthly, and daily frequencies. Using the following code, we could upload the US GDP data for both quarterly and annual frequencies:

> path<-"http://canisius.edu/~yany/RData/" 
> dataSet<-"usGDPannual" 
> con<-paste(path,dataSet,".RData",sep='') 
> load(url(con)) 
> head(.usGDPannual) 
  YEAR  GDP 
1 1930 92.2 
2 1931 77.4 
3 1932 59.5 
4 1933 57.2 
5 1934 66.8 
6 1935 74.3 > dataSet<-"usGDPquarterly" ...

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