Introduction to R with Time Series Analysis Training Course

Course CodeCourse Code

intror

Duration Duration

21 hours (usually 3 days including breaks)

Course OutlineCourse Outline

Introduction and preliminaries

  • Making R more friendly, R and available GUIs
  • Rstudio
  • Related software and documentation
  • R and statistics
  • Using R interactively
  • An introductory session
  • Getting help with functions and features
  • R commands, case sensitivity, etc.
  • Recall and correction of previous commands
  • Executing commands from or diverting output to a file
  • Data permanency and removing objects

Simple manipulations; numbers and vectors

  • Vectors and assignment
  • Vector arithmetic
  • Generating regular sequences
  • Logical vectors
  • Missing values
  • Character vectors
  • Index vectors; selecting and modifying subsets of a data set
  • Other types of objects

Objects, their modes and attributes

  • Intrinsic attributes: mode and length
  • Changing the length of an object
  • Getting and setting attributes
  • The class of an object

Arrays and matrices

  • Arrays
  • Array indexing. Subsections of an array
  • Index matrices
  • The array() function
  • The outer product of two arrays
  • Generalized transpose of an array
  • Matrix facilities
    • Matrix multiplication
    • Linear equations and inversion
    • Eigenvalues and eigenvectors
    • Singular value decomposition and determinants
    • Least squares fitting and the QR decomposition
  • Forming partitioned matrices, cbind() and rbind()
  • The concatenation function, (), with arrays
  • Frequency tables from factors

Lists and data frames

  • Lists
  • Constructing and modifying lists
    • Concatenating lists
  • Data frames
    • Making data frames
    • attach() and detach()
    • Working with data frames
    • Attaching arbitrary lists
    • Managing the search path

Data manipulation

  • Selecting, subsetting observations and variables          
  • Filtering, grouping
  • Recoding, transformations
  • Aggregation, combining data sets
  • Character manipulation, stringr package

Reading data

  • Txt files
  • CSV files
  • XLS, XLSX files
  • SPSS, SAS, Stata,… and other formats data
  • Exporting data to txt, csv and other formats
  • Accessing data from databases using SQL language

Probability distributions

  • R as a set of statistical tables
  • Examining the distribution of a set of data
  • One- and two-sample tests

Grouping, loops and conditional execution

  • Grouped expressions
  • Control statements
    • Conditional execution: if statements
    • Repetitive execution: for loops, repeat and while

Writing your own functions

  • Simple examples
  • Defining new binary operators
  • Named arguments and defaults
  • The '...' argument
  • Assignments within functions
  • More advanced examples
    • Efficiency factors in block designs
    • Dropping all names in a printed array
    • Recursive numerical integration
  • Scope
  • Customizing the environment
  • Classes, generic functions and object orientation

Graphical procedures

  • High-level plotting commands
    • The plot() function
    • Displaying multivariate data
    • Display graphics
    • Arguments to high-level plotting functions
  • Basic visualisation graphs
  • Multivariate relations with lattice and ggplot package
  • Using graphics parameters
  • Graphics parameters list

Time series Forecasting

  • Seasonal adjustment
  • Moving average
  • Exponential smoothing
  • Extrapolation
  • Linear prediction
  • Trend estimation
  • Stationarity and ARIMA modelling

Econometric methods (casual methods)

  • Regression analysis
  • Multiple linear regression
  • Multiple non-linear regression
  • Regression validation
  • Forecasting from regression

Bookings, Prices and EnquiriesBookings, Prices and Enquiries

Private Classroom
 
Private Classroom
Participants are from one organisation only. No external participants are allowed. Usually customised to a specific group, course topics are agreed between the client and the trainer.
Private Remote
From 3200EUR
Private Remote
The instructor and the participants are in two different physical locations and communicate via the Internet. More Information

The more delegates, the greater the savings per delegate. Table reflects price per delegate and is used for illustration purposes only, actual prices may differ.

Number of Delegates Private Remote
1 3200EUR
2 2045EUR
3 1660EUR
4 1468EUR
Public Classroom
From 5350EUR
Request
Public Classroom
Participants from multiple organisations. Topics usually cannot be customised

The more delegates, the greater the savings per delegate. Table reflects price per delegate and is used for illustration purposes only, actual prices may differ.

Number of Delegates Public Classroom
1 5350EUR
2 3170EUR
3 2443EUR
4 2080EUR
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