Univariate time series analysis

Visualizing Time Series Data in R

Arnaud Amsellem

Quantitative Trader and creator of the R Trader blog

Univariate time series analysis

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Visualizing Time Series Data in R

Univariate time series analysis

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Visualizing Time Series Data in R

Univariate time series analysis

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Visualizing Time Series Data in R

Amazon stock price

  • In their standard form, most time series do not exhibit the right statistical properties
  • Example: stock with strong upward trend

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Visualizing Time Series Data in R

Amazon stock return

  • Amazon stock return is a random series centered around 0

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Visualizing Time Series Data in R

Let's practice!

Visualizing Time Series Data in R

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