cbm256 / time-series-analysis

These are the R codes from homeworks and sample codes of ISYE 6402 TIME SERIES ANALYSIS at Georgia Tech

time-series-analysis

These are the codes from homeworks and sample codes of ISYE 6402 TIME SERIES ANALYSIS at Georgia Tech I've learned a lot from this course and I'd like to share it with all the people who want to learn time series

Language: R Filetypes: pdf generated by rmarkdown

Contents:

1. TS1 Trend and Seasonality Estimation Example 1 + "AirPassengers.csv"
2. TS2 Trend and Seasonality Estimation Example 2 + "EGDailyVolume.csv"
3. TS3 ARMA/ARIMA + "EGDailyVolume.csv"
4. VAR ( Vector Autoregression ) + "Temperature.csv" + "Precipitation.csv" + "RiverFlow.csv"
5. GARCH, volatility modeling + "exchange_rate_USD_EUR_daily.csv"