Intro To Time Series Analysis – Part 2: Exercises

In the exercises below, we will explore more in the Time Series analysis. The previous exercise can be foundĀ here. Please follow this in sequence.
Answers to these exercises are available here.

Exercise 1

Load the AirPassengers data. Check its class and see the start and end of the series.

Exercise 2
Check the cycle of the Time-Series AirPassengers.

Exercise 3

Create a lag-plot using the gglag-plot from the forecast package. Check how the relationship changes as the lag increases.

Exercise 4

Also, plot the correlation for each of the lags. You can see when the lag is above 6, the correlation drops, climbs up in 12 and again drops in 18.
Exercise 5

Plot the histogram of the AirPassengers using a gghistogram from the forecast.

Exercise 6

Use tsdisplay to plot auto-correlation, time-series and partial auto-correlation together in the same plot.

Exercise 7

Find the outliers in the time-series.