Forecasting With Time Series Models Using R


An online textbook that introduces techniques to forecast economic data using time series models with emphasis on coding in R.

View the Project on GitHub dubilava/forecasting

This website compiles teaching material for the subject of economic forecasting. The chapters of the online textbook cover essential topics pertinent to economic forecasting. Each chapter/lecture is accompanied by an R tutorial. The lecture slides, some video recordings, and supplementary reading material for each topic are presented below.

Introduction to Forecasting

Features of Time Series Data

Forecasting Methods and Routines


Moving Average

Vector Autoregression

Threshold Autoregression

Forecast Evaluation

Forecast Combination