Introduction to Time Series Analysis

Time Series Data

Temporal Dependence

Stationarity

Trend and Seasonality

ts Objects

zoo Objects

xts Objects

Date and Time Handling

Time Plots

Seasonal Plots

Lag Plots

ACF and PACF Plots

Trend Component

Seasonal Component

Irregular Component

Additive vs Multiplicative

Naive Methods

Moving Averages

Exponential Smoothing

ARIMA Models

Forecast Accuracy Measures

Cross-validation for Time Series

Residual Analysis