Preface

This project contains my learning notes and code for Forecasting: Principles and Practice, 3rd edition. My solutions to its exercises can be found at https://qiushi.rbind.io/fpp-exercises

Other references include:

Applied Time Series Analysis for Fisheries and Environmental Sciences
Kirchgässner, G., Wolters, J., & Hassler, U. (2012). Introduction to modern time series analysis. Springer Science & Business Media.
a video tutorial on time series concepts presented in this youtube watchlist by ritvikmath
also a video tutorial on econometrics presented by Ben Lambert
an online course offered by the Department of Statistics at PennState

My contributions include

More supplementary mathematical proofs: they are not hard assuming introductory level statistics knowledge, but skimmed in the book
An additional chapter separating basic concepts of univariate processes from ARIMA models, so that Chapter 10 will not be too verbose
Up-to-date tidyverse code: for example gather() use cases are changed into pivot_longer()

I will continue to add new topics as I learn new things related to time series modelling.

tidyverse is assumed to be loaded before each chapter.

library(tidyverse)

Notes for “Forecasting: Principles and Practice, 3rd edition”