Learn/R Programming/Statistical Analysis

Time Series Basics

Topic: Time Series

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Introduction

Time series data consists of observations recorded at specific time intervals. R provides powerful tools for time series analysis.

Creating Time Series

# Using ts()
ts(data, start = c(2024, 1), frequency = 12)

# Monthly data
ts(data, start = c(2020, 1), frequency = 12)

# Quarterly data
ts(data, start = c(2020, 1), frequency = 4)

# Daily data
library(zoo)
as.Date("2024-01-01") + 0:30

Time Series Plots

# Basic plot
plot(ts_data)

# With ggplot2
library(ggplot2)
autoplot(ts_data)

# Multiple series
autoplot(ts_data) +
  autolayer(ts_data2)

Components

# Decompose
decompose(ts_data)

# Plot decomposition
plot(decompose(ts_data))

# STL decomposition
stl(ts_data, s.window = "periodic")

Summary

Time series analysis requires understanding temporal patterns. Decompose to identify components.

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