Time-Series-and-Panel-Data-Analysis-in-R-A-Coursera-Project/ARIMA.R at main · jaishreejoshita/Time-Series-and-Panel-Data-Analysis-in-R-A-Coursera-Project · GitHub

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## Time Series Analysis with R

## Task 1: Introduction to Time Series

## Task 2:

# Load data - good time series example EuStockMarkets
data('EuStockMarkets')
?EuStockMarkets

# Covert data to time series format


# ARIMA Model

# Exploratory Analysis for time series components:
# Trend + Seasonality + Cyclicity


# Does it satisfy the core assumptions?

# Remove non-stationary part of the data - Unit Root Test
library("urca")
?ur.kpss


# Remove seasonality


# Model Fit


# Decide on the type of process

# Sample test (p,d,q) = (1,1,1)

#Maximum Likelihood


# Best Fit Model

library(forecast)


# Forecast