# ARIMA Models in R

Become an expert in fitting ARIMA (autoregressive integrated moving average) models to time series data using R.

4 Hours13 Videos45 Exercises27,429 Learners3600 XPQuantitative Analyst TrackTime Series Track

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## Course Description

In this course, you will become an expert in fitting ARIMA models to time series data using R. First, you will explore the nature of time series data using the tools in the R stats package. Next, you learn how to fit various ARMA models to simulated data (where you will know the correct model) using the R package astsa. Once you have mastered the basics, you will learn how to fit integrated ARMA models, or ARIMA models to various real data sets. You will learn how to check the validity of an ARIMA model and you will learn how to forecast time series data. Finally, you will learn how to fit ARIMA models to seasonal data, including forecasting using the astsa package.

1. 1

### Time Series Data and Models

Free

You will investigate the nature of time series data and learn the basics of ARMA models that can explain the behavior of such data. You will learn the basic R commands needed to help set up raw time series data to a form that can be analyzed using ARMA models.

First things first
50 xp
Data play
100 xp
Elements of time series
50 xp
Stationarity and nonstationarity
50 xp
Differencing
100 xp
Detrending data
100 xp
Dealing with trend and heteroscedasticity
100 xp
Stationary time series: ARMA
50 xp
Simulating ARMA models
100 xp
2. 2

### Fitting ARMA models

You will discover the wonderful world of ARMA models and how to fit these models to time series data. You will learn how to identify a model, how to choose the correct model, and how to verify a model once you fit it to data. You will learn how to use R time series commands from the stats and astsa packages.

3. 3

### ARIMA Models

Now that you know how to fit ARMA models to stationary time series, you will learn about integrated ARMA (ARIMA) models for nonstationary time series. You will fit the models to real data using R time series commands from the stats and astsa packages.

4. 4

### Seasonal ARIMA

You will learn how to fit and forecast seasonal time series data using seasonal ARIMA models. This is accomplished using what you learned in the previous chapters and by learning how to extend the R time series commands available in the stats and astsa packages.

In the following tracks

Quantitative AnalystTime Series

Collaborators

Lore DirickMatt Isaacs

#### David Stoffer

Professor of Statistics at the University of Pittsburgh

David Stoffer is a Professor of Statistics at the University of Pittsburgh. He is member of the editorial board of the Journal of Time Series Analysis and Journal of Forecasting. David is the coauthor of the book "Time Series Analysis and Its Applications: With R Examples", which is the basis of this course. Another (free) book he wrote on Time Series Analysis is available here.

## What do other learners have to say?

I've used other sites—Coursera, Udacity, things like that—but DataCamp's been the one that I've stuck with.

Devon Edwards Joseph
Lloyds Banking Group

DataCamp is the top resource I recommend for learning data science.

Louis Maiden