Tag Archives: R

Install R forecast package

Attempted to install forecast package in R 3.2 version, on Ubuntu 16.04 LTS Xenial Xerus:

but when installing dependent packages tseries, quadprod, RcppArmadillo, it produced an error:
/usr/bin/ld: cannot find -lblas, cannot find -llalapack

Solution: install these libs in linux terminal:

and  install.packages("forecast") will work in R console

Use ASTSA and ARIMA for time series prediction

Today we will use R astsa (Applied Statistical Time Series Analysis) library to analyze data and predict it with ARIMA model.

Load the data

Look at ACF and PACF

Compare auto correlation and partial autocorrelation functions for diff data

Output: Continue reading

Predict financial data with R

R code template to predict the future with ARIMA auto regression. To try different models,  change the line with fit <- arima(...)

Continue reading