Basic Time Series

Vikram Dayal

Chapter Chapter 14 in An Introduction to R for Quantitative Economics, 2015, pp 101-109 from Springer

Abstract: Abstract We graph different time series in this chapter and also do a few computations and a bit of modeling. We begin by looking at some Air Passenger data, and find that it has both seasonal and trend components. We look at scatterplots of inflation versus unemployment in the US before and after 1970—and find two different curves. We graph inflation data and examine its stationarity. We use a very simple model to forecast inflation and graph the forecast. Finally, we explore the volatility in the stock market by calculating standard deviations for different time periods.

Keywords: Time series; Forecasting; Autoregressive model; Volatility; Inflation (search for similar items in EconPapers)
Date: 2015
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Persistent link: https://EconPapers.repec.org/RePEc:spr:spbchp:978-81-322-2340-5_14

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DOI: 10.1007/978-81-322-2340-5_14

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