Introduction to Time Series Analysis and Forecasting in R
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Introduction to Time Series Analysis and Forecasting in R

Learn how to work with time series and all sorts of time related data in R - Forecasting, Time Series Analysis and more
3.9 (301 ratings)
Instead of using a simple lifetime average, Udemy calculates a course's star rating by considering a number of different factors such as the number of ratings, the age of ratings, and the likelihood of fraudulent ratings.
1,990 students enrolled
Last updated 8/2017
Current price: $10 Original price: $75 Discount: 87% off
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  • 3.5 hours on-demand video
  • 5 Articles
  • Full lifetime access
  • Access on mobile and TV
  • Certificate of Completion
What Will I Learn?
  • use R to perform calculations with time and date based data
  • create models for time series data
  • use models for forecasting
  • identify which models are suitable for a given dataset
  • visualize time series data
  • transform standard data into time series format
View Curriculum
  • computer with R and RStudio ready to use
  • interest in statistics and programming
  • time to solve the exercises
  • basic knowledge of R (courses R Base and Level 1)

Understand the Now – Predict the Future!

Time series analysis and forecasting is one of the key fields in statistical programming. It allows you to

  • see patterns in time series data
  • model this data
  • finally make forecasts based on those models

Due to modern technology the amount of available data grows substantially from day to day. Successful companies know that. They also know that decisions based on data gained in the past, and modeled for the future, can make a huge difference. Proper understanding and training in time series analysis and forecasting will give you the power to understand and create those models. This can make you an invaluable asset for your company/institution and can boost your career!

  • What will you learn in this course and how is it structured?

You will learn about different ways in how you can handle date and time data in R. Things like time zones, leap years or different formats make calculations with dates and time especially tricky for the programmer. You will learn about POSIXt classes in R Base, the chron package and especially the lubridate package.

After that you will learn about statistical methods used for time series. You will hear about autocorrelation, stationarity and unit root tests.

Then you will see how different models work, how they are set up in R and how you can use them for forecasting. Of course all of this is accompanied with plenty of exercises.

  • Where are those methods applied?

In nearly any quantitatively working field you will see those methods applied. Especially econometrics and finance love time series analysis. For example stock data has a time component which makes this sort of data a prime target for forecasting techniques. But of course also in academia, medicine, business or marketing techniques taught in this course are applied.

  • Is it hard to understand and learn those methods?

Unfortunately learning material on Time Series Analysis Programming in R is quite technical and needs tons of prior knowledge to be understood.

With this course it is the goal to make understanding modeling and forecasting as intuitive and simple as possible for you.

While you need some knowledge in statistics and statistical programming, the course is meant for people without a major in a quantitative field like math or statistics. Basically anybody dealing with time data on a regular basis can benefit from this course.

  • How do I prepare best to benefit from this course?

It depends on your prior knowledge. But as a rule of thumb you should know how to handle standard tasks in R (courses R Basics and R Level 1).

For special offers and combinations just check out the r-tutorials webpage which you can find below the instructor profile.

What R you waiting for?


Who is the target audience?
  • this course is for people working with time series data
  • this course is for people interested in the R statistical software
  • this course is for people with beginner knowledge in both R programming and statistics
  • this course is for people working in various fields like (and not limited to): academia, marketing, business, econometrics, finance, medicine, engineering and science
Students Who Viewed This Course Also Viewed
Curriculum For This Course
37 Lectures
4 Lectures 20:54

Time Series R Task View

Datasets To Be Used

Course Links
Working With Dates And Time In R
8 Lectures 33:35

Lubridate: Input and Time Zones

Lubridate: Weekdays and Intervals

Lubridate: Exercise Dataframe

Lubridate: Calculations and Leap Years

Lubridate: Data Handling Exercise

Further R Exercises

Section Script TD
Statistical Background For Time Series And Forecasting
10 Lectures 01:16:05
Time Series Vectors and Lags

Time Series Characteristics

Basic Forecasting Models

Model Comparison and Accuracy

The Importance if Residuals in Time Series Analysis



Functions acf() and pacf()

Exercise: Forecast Comparison

Section Script STAT
Time Series Analysis And Forecasting
15 Lectures 01:19:04
Time Series Analysis Basics

Preparing The Dataset

Exercise - Time Series Formatting

Exercise: Decomposition

Time Series Plots

Exercise: Seasonplot

Simple Moving Average

ARIMA Basics

ARIMA Forecasting

Simple Exponential Smoothing

Holt-Winters Exponential Smoothing

Section Script TSA

Exercises Script
About the Instructor
R-Tutorials Training
4.4 Average rating
5,818 Reviews
63,044 Students
17 Courses
Data Science Education

R-Tutorials is your provider of choice when it comes to analytics training courses! Try it out – our 60,000+ students love it.

We focus on Data Science tutorials. Offering several R courses for every skill level, we are among Udemy's top R training provider. On top of that courses on Tableau, Excel and a Data Science career guide are available.

All of our courses contain exercises to give you the opportunity to try out the material on your own. You will also get downloadable script pdfs to recap the lessons.

The courses are taught by our main instructor Martin – trained biostatistician and enthusiastic data scientist / R user.

Should you have any questions, you are invited to check out our website, you can open a discussion in the course or you can simply drop us a pm.

We are here to help you boost your career with analytics training – Just learn and enjoy.