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This repository contains source code implementation of assignments for NTU's MSAI course AI6123 on Time Series Analysis (2019 Sem 2).

R 100.00%
time-series-analysis arima acf pacf garch sarima msai

ai6123-time_series_analysis_r's Introduction

AI6123: Time Series Analysis

This repository contains source code implementation of assignments for NTU's MSAI course AI6123 on Time Series Analysis (2019 Sem 2).

There are multiple R coding exercises during lectures and a total of 3 individual assignments.

Assignment Topics

A1: ARIMA model fitting of Internet Usage data.

A2: SARIMA model fitting of Anti-diabetic drug sales.

A3: Stock prices forecasting of Apple (APPL).

Acknowledgement

Lecturer: Prof Pan Guangming

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