Jeanette Mumford will be speaking about time series analysis. Jeanette is a research assistant professor in the Department of Psychology. Much of her work involves the statistical analysis of functional magnetic resonance imaging (fMRI) data. You can read more about her work on her website (http://mumford.fmripower.org/index.html).
To follow along with the class exercises, install the following:
# These are needed to install tseries completely
install.packages("tseries", dependencies="Depends")
install.packages("quadprog", dependencies="Depends")
install.packages("zoo", dependencies="Depends")
#These are needed to install fUnitRoots completely
install.packages("fUnitRoots", dependencies="Depends")
install.packages("fBasics", dependencies="Depends")
install.packages("stabledist", dependencies="Depends")
# These are needed for forecast
install.packages("forecast", dependencies="Depends")
install.packages("colorspace", dependencies="Depends")
install.packages("fracdiff", dependencies="Depends")
install.packages("Rcpp", dependencies="Depends")
install.packages("RcppArmadillo", dependencies="Depends")
Lecture Slides:
Data Sets:
southern_oscilation_index_nice.txt
R Code:
Paper on Southern Oscillation Index Time Series and Rainfall:
References:
a-little-book-of-r-for-time-series.pdf