Chapter 45 Time Series Cheatsheet

Yunjun Xia and Shuyu Huang

\(\color{blue}{\textbf{STAT 5702 Community Contribution }}\)

In this project, we have made an R studio cheatsheet about Time Series.
There are two related files for this Time Series Cheatsheet. One is a pdf file, and the other one is a keynote file. The two files are uploaded in Yunjun Xia’s personal repository on Github with links as follows: https://github.com/xiayunj/time_series_cheatsheet/blob/master/TimeSeriesCheatsheet.pdf https://github.com/xiayunj/time_series_cheatsheet/blob/master/TimeSeriesCheatsheet.key

\(\color{blue}{\textbf{Cheatsheet Description}}\)

In this cheatsheet, we include some commonly used functions of R when dealing with Time Series problems. The first chunck shows three ways to plot a sample time series data. The second chunck describes the definition of Autogression and Moving Average. Then it gives the function to simulate an ARMA process. Then we move on to R functions to deal with filters for time series. In this chunck, we include two kinds of filters which are linear filter and differencing filter. The forth chunk is about auto-correlation and partial auto-correlation of time series. The fifth chunck is about estimating parameters of an ARMA model. Then, the last chunck is about time series forecasting/prediction. Here we also include how to plot the predicted values and the confidence interval.
Also, except functions and codes, we include some plots and example outputs for our functions to make this cheatsheet more interpretable.