Time Series Analysis in R: SMA, EMA, and Theta Models

Time Series Analysis in R: SMA, EMA, and Theta Models

In this course we explore R's capability to model time series data with some of the most basic and widely used model types. We'll learn what a simple moving average is and how R can take the analysis of data in this model to a higher level, then we move on to exponential models which are the most widely used types for financial market data. Finally generalizing the EMA model to compound modeling in R and introducing a newer more powerful Theta model as a tool.

Part 1 of a full time series analysis curriculum

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What you will learn

• Enhanced familiarity with R environment and functions related to time series analysis
• Create Simple Moving Average Models
• Create Exponential Moving Averages with and without smoothing

Rating: 3.55

Level: Beginner Level

Duration: 3.5 hours

Instructor: Nicholas Jacobi, FSA, MAAA, CERA