Learning Quantitative Finance with R

Questions

1. Please give an example of converting a data series into a time series using the ts() function.
2. How are zoo and xts different from the ts() function? Give an example of constructing xts and zoo objects.
3. How do you read a file using zoo?
4. How do you check stationarity in time series?
5. How do you identify an AR(2) model in R?
6. How do you identify an MA(2) model in R?
7. Provide an example for the given below model and execute it in R.

   GARCH,

   EGARCH,

   VGARCH

8. How do you identify an ARIMA(1,1,1) model in R?
9. Provide an example for the given model and execute it in R.