In this chapter, we have discussed how to decompose a time series into its various components, such as trend, seasonality, cyclicity, and residuals. Also, I have discussed how to convert any series into a time series in R and how to execute the various forecasting models, such as linear filters, AR, MA, ARMA, ARIMA, GARCH, EGARCH, VGARCH, and DCC, in R and make forecast predictions.
In the next chapter, different concepts of trading using R will be discussed, starting with trend, followed by strategy, followed by pairs trading using three different methods. Capital asset pricing, the multi factor model, and portfolio construction will also be discussed. Machine learning technologies for building trading strategy will also be discussed.
