<p>Contents<br/>1 Getting started 2<br/>1.1 Downloading and Installing R . . . . . . . . . . . . . . . . . . . . 2<br/>1.2 Data Preparation and Import in R . . . . . . . . . . . . . . . . . 2<br/>1.3 Basic R–commands: Data Manipulation and Visualization . . . . 3<br/>2 Simple Component Analysis 8<br/>2.1 Linear Filtering of Time Series . . . . . . . . . . . . . . . . . . . . 8<br/>2.2 Decomposition of Time Series . . . . . . . . . . . . . . . . . . . . 9<br/>2.3 Regression analysis . . . . . . . . . . . . . . . . . . . . . . . . . . 11<br/>3 Exponential Smoothing 14<br/>3.1 Introductionary Remarks . . . . . . . . . . . . . . . . . . . . . . . 14<br/>3.2 Exponential Smoothing and Prediction of Time Series . . . . . . . 14<br/>4 ARIMA–Models 17<br/>4.1 Introductionary Remarks . . . . . . . . . . . . . . . . . . . . . . . 17<br/>4.2 Analysis of Autocorrelations and Partial Autocorrelations . . . . . 17<br/>4.3 Parameter–Estimation of ARIMA–Models . . . . . . . . . . . . . 18<br/>4.4 Diagnostic Checking . . . . . . . . . . . . . . . . . . . . . . . . . 19<br/>4.5 Prediction of ARIMA–Models . . . . . . . . . . . . . . . . . . . . 20<br/>A Function Reference 22<br/></p><p>1<br/></p>

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