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R Data Analysis Cookbook - Second Edition by Kuntal Ganguly

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Lessons from History - Time Series Analysis

In this chapter, we will cover the following recipes:

  • Exploring finance datasets
  • Creating and examining date objects
  • Operating on date objects
  • Performing preliminary analyses on time series data
  • Using time series objects
  • Decomposing time series
  • Filtering time series data
  • Smoothing and forecasting using the Holt-Winters method
  • Building an automated ARIMA model

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