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R for Data Science
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In R, there are several packages that provide plotting for the programmer. We will be using the following packages in the examples:
forecast: This package is used to forecast functions for time series and linear modelsTTR: This package has functions and data to create technical trading rulesIn R programming, a time series is a sequence of data points measured evenly over uniform time intervals—typically, monthly or yearly frequencies are used. You can coerce (convert) a standard dataset into a time series using the as.ts function.
For the initial time series, we will use the Fraser River monthly flows (available at http://www.cmu.edu). I couldn't find a source for the dataset, so I copied it from the site to a local file. The data is the monthly flow starting from March 1913. There are over 900 measurements. The data has a definite frequency:
> fraser <- scan("fraser.txt")
Read 946 itemsIf we look at the data with a standard...
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