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        Introduction to R with Time Series Analysis培訓(xùn)

         
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        課程大綱
         

        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

         
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