This repository contains a collection of R scripts from my Time Series Analysis course. It includes exercises, practice code, and small projects where I explored time series forecasting techniques. The repo serves both as my learning archive and a demonstration of my hands-on work with forecasting models in R.
The repository includes scripts covering a wide range of topics:
- Decomposition of Time Series
- Classical, STL, SEATS, and X-11 decomposition
- Forecasting Methods
- ARIMA and SARIMA
- Exponential smoothing (SES, Holt, Holt-Winters)
- Neural network forecasting (NNETAR)
- Naive forecasting methods
- Evaluation & Diagnostics
- Ljung-Box test
- Accuracy metrics and error evaluation
- Box-Cox transformations
- Regression Models
- Time series regression
- Dynamic regression models
- Advanced Topics
- Hierarchical and grouped forecasting
- Seasonal time series graphics and visualization
- Practice & Notes
- Class assignments
- Exam review scripts
- Small mini-projects