How to start using R (or free alternatives)?

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How to start using software R to make regression analysis and forecasting?

Are there any other free software to work with this kind of analysis?

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R is free! Go here and download it plus there are manual on their site too. R is also in linux repositories if you are a linux fellow. You will go far by googling introduction to R.

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maybe, the datacamp website could help https://www.datacamp.com/courses/free-introduction-to-r

additionally, python is used commonly. You can learn the basics here: http://www.codecademy.com/