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Steps to ARIMA in R (work in
progress)
From ZERO background to usable forecast in R
This is just a set of notes
Notes on Time Series
• Next slide taken from
www.ams.sunysb.edu/~zhu/ams586/Time_Series_Introduction.pptx
Time-Series Data
• Numerical data obtained at regular time intervals
Time Series
Cyclical
Component
Irregular /Random
Component
Trend Component Seasonal
Component
Overall,
persistent, long-
term movement
Regular periodic
fluctuations,
usually within a
12-month period
Repeating swings
or movements
over more than
one year
Erratic or residual
fluctuations
Video Lectures and Tutorials
• Time Series Lecture by Prof Arun Kanda
• http://www.youtube.com/watch?v=zlZaOnBbpUg
• ARIMA in R (10 mins video)
• http://www.youtube.com/watch?v=zFo7QixEKvg

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Steps to arima in r

  • 1. Steps to ARIMA in R (work in progress) From ZERO background to usable forecast in R
  • 2. This is just a set of notes
  • 3. Notes on Time Series • Next slide taken from www.ams.sunysb.edu/~zhu/ams586/Time_Series_Introduction.pptx
  • 4. Time-Series Data • Numerical data obtained at regular time intervals Time Series Cyclical Component Irregular /Random Component Trend Component Seasonal Component Overall, persistent, long- term movement Regular periodic fluctuations, usually within a 12-month period Repeating swings or movements over more than one year Erratic or residual fluctuations
  • 5. Video Lectures and Tutorials • Time Series Lecture by Prof Arun Kanda • http://www.youtube.com/watch?v=zlZaOnBbpUg • ARIMA in R (10 mins video) • http://www.youtube.com/watch?v=zFo7QixEKvg