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Uni v ariate time series anal y sis VISU AL IZIN G TIME SE R IE S - PowerPoint PPT Presentation

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Uni v ariate time series anal y sis VISU AL IZIN G TIME SE R IE S DATA IN R Arna u d Amsellem Q u antitati v e Trader and creator of the R Trader blog Uni v ariate time series anal y sis VISUALIZING TIME SERIES DATA IN R Uni v ariate time

  1. Uni v ariate time series anal y sis VISU AL IZIN G TIME SE R IE S DATA IN R Arna u d Amsellem Q u antitati v e Trader and creator of the R Trader blog

  2. Uni v ariate time series anal y sis VISUALIZING TIME SERIES DATA IN R

  3. Uni v ariate time series anal y sis VISUALIZING TIME SERIES DATA IN R

  4. Uni v ariate time series anal y sis VISUALIZING TIME SERIES DATA IN R

  5. Ama z on stock price In their standard form , most time series do not e x hibit the right statistical properties E x ample : stock w ith strong u p w ard trend VISUALIZING TIME SERIES DATA IN R

  6. Ama z on stock ret u rn Ama z on stock ret u rn is a random series centered aro u nd 0 VISUALIZING TIME SERIES DATA IN R

  7. Let ' s practice ! VISU AL IZIN G TIME SE R IE S DATA IN R

  8. Other v is u ali z ation tools VISU AL IZIN G TIME SE R IE S DATA IN R Arna u d Amsellem Q u antitati v e Trader and creator of the R Trader blog

  9. Histograms hist(amazon_stocks, breaks = 20, main = "AMAZON return distribution \\n Jan. 2015 to Jan. 2017" xlab = "") VISUALIZING TIME SERIES DATA IN R

  10. Bo x and w hisker boxplot(amazon_stocks, horizontal = TRUE, main = "AMAZON return distribution \\n Jan. 2015 to Jan. 2017") VISUALIZING TIME SERIES DATA IN R

  11. Bo x and w hisker boxplot(amazon_stocks, horizontal = TRUE, main = "AMAZON return distribution \\n Jan. 2015 to Jan. 2017") VISUALIZING TIME SERIES DATA IN R

  12. Bo x and w hisker boxplot(amazon_stocks, horizontal = TRUE, main = "AMAZON return distribution \\n Jan. 2015 to Jan. 2017") VISUALIZING TIME SERIES DATA IN R

  13. A u tocorrelation acf(amazon_stocks, main = "AMAZON return autocorrelations \\n Jan. 2015 to Jan. 2017") VISUALIZING TIME SERIES DATA IN R

  14. QQ - plot qqnorm(amazon_stocks, main = "AMAZON return QQ-plot \\n Jan. 2015 to Jan. 2017") qqline(amazon_stocks, col = "red") VISUALIZING TIME SERIES DATA IN R

  15. Let ' s practice ! VISU AL IZIN G TIME SE R IE S DATA IN R

  16. Ho w to u se e v er y thing w e learned so far ? VISU AL IZIN G TIME SE R IE S DATA IN R Arna u d Amsellem Q u antitati v e Trader and creator of the R Trader blog

  17. Histograms VISUALIZING TIME SERIES DATA IN R

  18. Histograms VISUALIZING TIME SERIES DATA IN R

  19. Histograms VISUALIZING TIME SERIES DATA IN R

  20. Bo x and w hisker Median ret u rn of 0 O u tliers VISUALIZING TIME SERIES DATA IN R

  21. Bo x and w hisker VISUALIZING TIME SERIES DATA IN R

  22. Bo x and w hisker VISUALIZING TIME SERIES DATA IN R

  23. A u tocorrelation VISUALIZING TIME SERIES DATA IN R

  24. QQ - plot VISUALIZING TIME SERIES DATA IN R

  25. QQ - plot VISUALIZING TIME SERIES DATA IN R

  26. Let ' s practice ! VISU AL IZIN G TIME SE R IE S DATA IN R

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