Chapter 1 Time Series Analysis With R

This book will be updated as the course goes on.

1.1 Objectives

This course is a practical introduction to time series analysis with R.

It will introduce students to:

  • The specificity of time series data;
  • The free statistical software R to conduct time series analysis;
  • Some of the main univariate and multivariate techniques to analyze time series data.

At the end of the course, the students are expected to know the specificity of time series data and to be able to use R to perform simple time series analysis by applying the techniques described during the course.

1.2 Lectures

12 lectures (Thursday 11:30-13:00).

Structure of the course:

  • Theoretical concepts: this part of the course will introduce students to the main theoretical concepts of time series analysis;
  • R Tutorial: this part of the course consists in a hands-on tutorial on the R functions necessary to perform time series analysis. Every part of a time series analysis project will be taken into account, including data wrangling, visual representation, and statistical analysis;
  • Individual/Group work: this part of the course consists in individual and group work based on the application of the theoretical and practical knowledge described in the previous part of the course

1.3 Home Work

Theoretical concepts can be studied, but you have to practice in order to learn R.

1.4 Assessment

  • Assignments distributed during the course, dealing with demonstrating the understanding of key concepts (30%).
  • A final data analysis project where participants will apply the knowledge and techniques learned during the course (70%).

1.5 Syllabus and readings

This open book is specifically created for the 220050-1 SE SE Advanced Data Analysis 2 (2021S) course. It includes both theoretical concepts and the R tutorial with the necessary code to perform all the operations we are going to learn.

The book also includes hyperlinks to additional free resources and readings. The mandatory readings will be listed in the Readings section of the book.

A new part of the book will be uploaded online every weeks, following the program of the lessons.

The link to this book is the following: Time-Series-Analysis-With-R.

1.6 Further information and support

For any information, communication, or request for clarification, you can reach out to me at my University of Vienna address.