Complex Time-Series Models in R 2
Learning Objectives:
- Fit generalized dynamic linear models in R using mvgam
- Interpret complex time-series models from mvgam
- Make forecasts using mvgam models in R
Data & Software
Software installation requirements
R Tutorial
More complex time-series models: Part 2
R Tutorial
More complex time-series models: Part 1
R_tutorial_new_notes
library(dplyr) library(mvgam) Also requires collapse to be installed data(“portal_data”) portal_data %>% mvgam requires a ’time’ variable be present in the data to index the temporal observations. This is especially important when tracking multiple time series.