R: Recipes for Analysis, Visualization and Machine Learning

Chapter 8. Lessons from History – Time Series Analysis

In this chapter, we will cover:

• Creating and examining date objects
• Operating on date objects
• Performing preliminary analyses on time series data
• Using time series objects
• Decomposing time series
• Filtering time series data
• Smoothing and forecasting using the Holt-Winters method
• Building an automated ARIMA Model

Introduction

R has exceptional features for time series analysis and this chapter covers the topic through a chosen set of recipes. The stats package provides a basic set of features and several other packages go beyond.