Primer for Time Series Econometrics in R
Preface
About the Author
Contact
1
Getting Started with R and RStudio
1.1
Download R and RStudio
1.2
The RStudio Iintegrated Development Environment (IDE)
1.3
Basic Calculations
1.4
Datatypes
1.5
Accessing elements of Vectors, Matrices, and Lists by Index
1.6
Data.frame
1.6.1
Subsetting
1.7
Install and Load a Package into the Library
1.8
Setting up a Project
1.9
Other Resources for Getting Started with R
1.10
Exercises
2
Chapter 2: Getting Started
2.1
Data Import From Files on Your Hard Drive
2.1.1
From Comma Separated Files
2.1.2
From Microsoft Excel
2.2
Working with API’s
2.2.1
Quandl’s API
2.2.2
USDA API’s
2.3
Graphing Basics
3
Create Series of Nearby Prices
3.1
Markets Covered
3.2
The Script
4
Time-Series Workflow
5
Testing for Stationarity
6
Single Market Models (ARMA)
7
Multi-Market Models VAR
8
Multi-Market Models VECM
Published with bookdown
© Mindy L. Mallory 2017
Primer for Time Series Econometrics in R
Chapter 6
Single Market Models (ARMA)