Financial Time Series Analysis with R

Learn the fundamentals of analyzing a financial time series in R

This book provides an introduction to the financial times series data and how we can analyze the time series data in R.

• You will learn about how to explore and build time-series data, calculate its key statistics, and plot time series charts.
• You will also learn about how to use the important time series models such as White Noise, Random Walk, Autoregression, and Moving Average.
• You will learn how to simulate these models in R and fit these models into financial time series data using the ARIMA functions.
• Finally, you will learn about predictive modeling and how to use these models to predict the future.
• We've provided various step-by-step examples using real financial time series data such as stock prices, and economic factors.

What's Included

• Detailed concepts and explanations about each topic
• Step-by-step instructions for all models built in R
• All the data files used in the book
• Complete downloadable R code for all examples used in the book