Time Series Analysis in R: SMA, EMA, and Theta Models
Part 1 of a full time series analysis curriculum
Time Series Analysis in R: SMA, EMA, and Theta Models free download
Part 1 of a full time series analysis curriculum
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.
