List

Materials for one-day workshop on time series and forecasting presented to ISCRR, Melbourne.

Textbook

Hyndman and Athanasopoulos (2014): OTexts.org/fpp

Software

Make sure you have a recent version of R and RStudio, and have installed the fpp and ggplot2 packages and all their dependencies.

Outline

  1. Introduction: Slides
  2. Time series visualization Slides [R code] [GDP data]
  3. Benchmark forecasting and time series decomposition Slides [R code]
  4. Exponential smoothing methods Slides [R code]
  5. ARIMA models Slides [R code]

Lab sessions