Time Series Analysis in R: SMA, EMA, and Theta Models

Description

In this course we explore R's capability to model time series data with some of the most basic and widely used model types. We'll learn what a simple moving average is and how R can take the analysis of data in this model to a higher level, then we move on to exponential models which are the most widely used types for financial market data. Finally generalizing the EMA model to compound modeling in R and introducing a newer more powerful Theta model as a tool.

What You Will Learn!

• Enhanced familiarity with R environment and functions related to time series analysis
• Create Simple Moving Average Models
• Create Exponential Moving Averages with and without smoothing
• Use R's Compound Exponential Modeling Ability
• Understand And Use The Theta Model In R
• Basic ARIMA Modeling And Knowledge Of Autoregression Concept
• Use the Prophet Model (a la Facebook)
• Gain General Coding And Stylistic Knowledge Of R

Who Should Attend!

• Intermediate R coders
• Students Interested in Financial Analysis
• Employees In Need Of Statistical Training

TAKE THIS COURSE