Financial Time Series Analysis with R

Finance Train

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
  • Book Format
  • Pages
  • Data Files
    Included in ZIP
  • R Code Files
    Included in ZIP
  • Book FormatPDF
  • Pages71
  • Data FilesIncluded in ZIP
  • R Code FilesIncluded in ZIP
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Financial Time Series Analysis with R

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