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R语言(金融)时间序列分析代码+说明 R for time series

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Time-series-with-R(R语言金融时间序列实操)

徐润奇 ArnoldXu xurunqi.arnold@gmail.com

Here we have 7 cases of time series handling by R language. It contains the details of some visualization like boxplot, line chart as well as decomposition. Also, it contains main knowledge in time series with their R code like Time series decomposition, Stationarity, Autocorrelation, Time series models like AR, MA, ARIMA, GARCH and so on. Code sample also contain the steps of Forecasting methods with evaluation.

在本project中,我们有七个使用 R 语言处理时间序列的案例。它包含了一些可视化的细节,如箱线图、折线图以及分解图等,并附有时间序列的主要知识,包括时间序列分解、平稳性、自相关性、AR、MA、ARIMA、GARCH等时间序列模型的 R 代码。代码示例还包含了预测方法和评估步骤。 Note: The structure shows as below: 每个文件夹结构如下: image 有R语言文件 + history储存 + markdown文本说明,markdown说明为代码+结果的形式,方便校对你的代码结果是否正确,例如下图所示的形式:

image image

注意:

  1. 代码的数据集统一存放在data文件夹里
  2. 只需修改代码路径(如D://data//XXX)为你自己的数据保存路径即可

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R语言(金融)时间序列分析代码+说明 R for time series

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