resources.html

<h2>R code for all chapters</h2>
These files include all the R code that is used in the book. It is easier to use these than copy and paste from within each chapter.
<ul>
<li><a href="href=http://www.otexts.org/sites/default/files/fpp/fpp1.R">Chapter 1</a></li>
<li><a href="href=http://www.otexts.org/sites/default/files/fpp/fpp2.R">Chapter 2</a></li>
<li><a href="href=http://www.otexts.org/sites/default/files/fpp/fpp4.R">Chapter 4</a></li>
<li><a href="href=http://www.otexts.org/sites/default/files/fpp/fpp5.R">Chapter 5</a></li>
<li><a href="href=http://www.otexts.org/sites/default/files/fpp/fpp6.R">Chapter 6</a></li>
<li><a href="href=http://www.otexts.org/sites/default/files/fpp/fpp7.R">Chapter 7</a></li>
<li><a href="href=http://www.otexts.org/sites/default/files/fpp/fpp8.R">Chapter 8</a></li>
<li><a href="href=http://www.otexts.org/sites/default/files/fpp/fpp9.R">Chapter 9</a></li>
</ul>

<h2>Solutions to exercises</h2>

These are password protected and only available to instructors. Please [request the password from OTexts support centre](https://otexts.desk.com/customer/portal/emails/new). You will need to provide evidence that you are an instructor and not a student (e.g., a link to your personal page on a university website).

<h2>Forecasting time series using R</h2>
Here is a one-hour talk by one of the authors on <i>[Forecasting time series using R](http://robjhyndman.com/hyndsight/revolutionr2013/)</i>. The URL of the book mentioned at the end has changed to <b>www.otexts.org/fpp/</b>, the site you are now on. 

<iframe width="580" height=428 src="https://www.youtube.com/embed/1Lh1HlBUf8k?rel=0" frameborder="0" allowfullscreen></iframe>

<h2>Time series course</h2>
These are the slides from a course on <i>Time series forecasting using R</i>. Each lecture lasted one hour.
<ol>
<li><a href="http://robjhyndman.com/talks/RevolutionR/1-Intro.pdf">Introduction to forecasting</a> [<a href="http://robjhyndman.com/talks/RevolutionR/exercises1.pdf">Exercises</a>]</li>
<li><a href="http://robjhyndman.com/talks/RevolutionR/2-Toolbox.pdf">The forecaster's toolbox</a> [<a href="http://robjhyndman.com/talks/RevolutionR/exercises2.pdf">Exercises</a>]</li>
<li><a href="http://robjhyndman.com/talks/RevolutionR/3-Seasonality.pdf">Autocorrelation and seasonality</a> [<a href="http://robjhyndman.com/talks/RevolutionR/exercises3.pdf">Exercises</a>]</li>
<li><a href="http://robjhyndman.com/talks/RevolutionR/4-Decomposition.pdf">White noise and time series decomposition</a> [<a href="http://robjhyndman.com/talks/RevolutionR/exercises4.pdf">Exercises</a>]</li>
<li><a href="http://robjhyndman.com/talks/RevolutionR/5-ExponentialSmoothing.pdf">Exponential smoothing methods</a> [<a href="http://robjhyndman.com/talks/RevolutionR/exercises5.pdf">Exercises</a>]</li>
<li><a href="http://robjhyndman.com/talks/RevolutionR/6-ETS.pdf">ETS models</a> [<a href="http://robjhyndman.com/talks/RevolutionR/exercises6.pdf">Exercises</a>]</li>
<li><a href="http://robjhyndman.com/talks/RevolutionR/7-Transformations.pdf">Transformations and adjustments</a> [<a href="http://robjhyndman.com/talks/RevolutionR/exercises7.pdf">Exercises</a>]</li>
<li><a href="http://robjhyndman.com/talks/RevolutionR/8-Differencing.pdf">Stationarity and differencing</a> [<a href="http://robjhyndman.com/talks/RevolutionR/exercises8.pdf">Exercises</a>]</li>
<li><a href="http://robjhyndman.com/talks/RevolutionR/9-Nonseasonal-ARIMA.pdf">Non-seasonal ARIMA models</a> [<a href="http://robjhyndman.com/talks/RevolutionR/exercises9.pdf">Exercises</a>]</li>
<li><a href="http://robjhyndman.com/talks/RevolutionR/10-Seasonal-ARIMA.pdf">Seasonal ARIMA models</a> [<a href="http://robjhyndman.com/talks/RevolutionR/exercises10.pdf">Exercises</a>]</li>
<li><a href="http://robjhyndman.com/talks/RevolutionR/11-Dynamic-Regression.pdf">Dynamic regression</a> [<a href="http://robjhyndman.com/talks/RevolutionR/exercises11.pdf">Exercises</a>]</li>
<li><a href="http://robjhyndman.com/talks/RevolutionR/12-Cross-validation.pdf">Advanced methods</a></li>
</ol>

<h2>Predictive Analytics course (University of Sydney)</h2>
Slides contributed by Andrey Vasnev
<ol>
<li><a href=http://www.otexts.org/sites/default/files/fpp/2_5%20Evaluating%20forecast%20accuracy.pdf>Section 2.5: Evaluating forecast accuracy</a></li>
<li><a href=http://www.otexts.org/sites/default/files/fpp/4%20Simple%20regression.pdf>Chapter 4: Simple regression</a></li>
<li><a href=http://www.otexts.org/sites/default/files/fpp/5%20Multiple%20regression.pdf>Chapter 5: Multiple regression</a></li>
</ol>

<h2><a href=http://www2.hawaii.edu/~fuleky/econ427/econ427.html>Economic Forecasting course (University of Hawaii)</a></h2>
Slides contributed by Peter Fuleky
<ol start="0">
<li><a href=http://www2.hawaii.edu/~fuleky/econ427/0_Using_R.html>Using R</a>. <a href=http://www2.hawaii.edu/~fuleky/econ427/0_Using_R.Rmd>(Rmd source)</a></li>
<li><a href=http://www2.hawaii.edu/~fuleky/econ427/1_Getting_started.html>Getting started</a>. <a href=http://www2.hawaii.edu/~fuleky/econ427/1_Getting_started.Rmd>(Rmd source)</a></li>
<li><a href=http://www2.hawaii.edu/~fuleky/econ427/2_Forecaster_toolbox.html>The forecaster's toolbox</a>. <a href=http://www2.hawaii.edu/~fuleky/econ427/2_Forecaster_toolbox.Rmd>(Rmd source)</a></li>
<li><a href="http://www2.hawaii.edu/~fuleky/econ427/3_Judgmental_forecasts.html">Judgemental forecasts</a>. <a href=http://www2.hawaii.edu/~fuleky/econ427/3_Judgmental_forecasts.Rmd>(Rmd source)</a></li>
<li><a href="http://www2.hawaii.edu/~fuleky/econ427/4_Simple_regression.html">Simple regression</a>. <a href="http://www2.hawaii.edu/~fuleky/econ427/4_Simple_regression.Rmd">(Rmd source)</a></li>
<li><a href="http://www2.hawaii.edu/~fuleky/econ427/5_Multiple_regression.html">Multiple regression</a>.  <a href="http://www2.hawaii.edu/~fuleky/econ427/5_Multiple_regression.Rmd">(Rmd source)</a></li>
<li><a href="http://www2.hawaii.edu/~fuleky/econ427/6_Time_series_decomposition.html">Time series decomposition</a>. <a href="http://www2.hawaii.edu/~fuleky/econ427/6_Time_series_decomposition.Rmd">(Rmd source)</a></li>
<li><a href="http://www2.hawaii.edu/~fuleky/econ427/7_Exponential_smoothing.html">Exponential smoothing</a>. <a href="http://www2.hawaii.edu/~fuleky/econ427/7_Exponential_smoothing.Rmd">(Rmd source)</a></li>
<li><a href="http://www2.hawaii.edu/~fuleky/econ427/8_ARIMA_models.html">ARIMA models</a>. <a href="http://www2.hawaii.edu/~fuleky/econ427/8_ARIMA_models.Rmd">(Rmd source)</a></li>
</ol>

<h2>Test bank</h2>
(Contributed by Pasha Safarzadeh)

<a href="http://www.otexts.org/sites/default/files/fpp/Test Bank.docx">Download word file</a>

<h2>Case study: Planning and forecasting in a volatile setting</h2>
By Amy Wheeler, Nina Weitkamp, Patrick Berlekamp, Johannes Brauer, Andreas Faatz and Hans-Ulrich Holst<br>
Designed and coded at Hochschule Osnabrück, Germany<br>
Contact: <a href="mailto:faatz@wi.hs-osnabrueck.de">Andreas Faatz</a>

<b><a href="http://www.otexts.org/sites/default/files/fpp/ChulwalarCase.zip">Download data and R code</a></b>