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Basic Time Series

In: An Introduction to R for Quantitative Economics

Author

Listed:
  • Vikram Dayal

    (Institute of Economic Growth (IEG))

Abstract

We graph different time series in this chapter and also do a few computations and a bit of modeling. We begin by looking at some Air Passenger data, and find that it has both seasonal and trend components. We look at scatterplots of inflation versus unemployment in the US before and after 1970—and find two different curves. We graph inflation data and examine its stationarity. We use a very simple model to forecast inflation and graph the forecast. Finally, we explore the volatility in the stock market by calculating standard deviations for different time periods.

Suggested Citation

  • Vikram Dayal, 2015. "Basic Time Series," SpringerBriefs in Economics, in: An Introduction to R for Quantitative Economics, edition 127, chapter 0, pages 101-109, Springer.
    • Handle: RePEc:spr:spbchp:978-81-322-2340-5_14
    DOI: 10.1007/978-81-322-2340-5_14
    as

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