This book consists of two parts. In the first part, it introduces econometric models designed to analyse time series with a specific focus on the use of these models in predicting future realizations of the data. In the second part, the book presents tutorials—that, usually, complement the relevant chapter from the first part—to facilitate hands-on experience in performing necessary coding in R to obtain forecasts from time series models in consideration. The primary aim of this book is to achieve a better understanding and develop intuition on basic principles of time series modeling and forecasting, on the one hand, and coding in R, on the other hand.

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