Blog Archives

The ARIMAX model muddle

October 4, 2010
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The ARIMAX model muddle

There is often confusion about how to include covariates in ARIMA models, and the presentation of the subject in various textbooks and in R help files has not helped the confusion. So I thought I’d give my take on the issue. To keep it simple, I will only describe non-seasonal ARIMA models although the ideas

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A texteditor for R

September 29, 2010
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A texteditor for R

I’ve been using RWinEdt for the last few years for all my R coding. But it no longer works with WinEdt 6.0 and no update has been forthcoming. Consequently, I’ve been looking around for something similar to take its place. This question has been asked before on StackOverflow and many suggestions were made including popular

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Forecasting with long seasonal periods

September 28, 2010
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Forecasting with long seasonal periods

I am often asked how to fit an ARIMA or ETS model with data having a long seasonal period such as 365 for daily data or 48 for half-hourly data. Generally, seasonal versions of ARIMA and ETS models are designed for shorter periods such as 12 for monthly data or 4 for quarterly data. The

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What should we call the stats Q&A site?

September 18, 2010
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What should we call the stats Q&A site?

The Q&A site at stats.stackexchange.com has been steaming ahead with loads of good questions and answers. We are currently trying to select a name and not many people have voted. Although we have more than 1300 users of the site, less than 40 people have currently voted on the name. There are four days left.

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Econometrics and R

August 30, 2010
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Econometrics and R

Econometricians seem to be rather slow to adopt new methods and new technology (compared to other areas of statistics), but slowly the use of R is spreading. I’m now receiving requests for references showing how to use R in econometrics, and so I thought it might be helpful to post a few suggestions here. A

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Twenty rules for good graphics

August 6, 2010
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Twenty rules for good graphics

One of the things I repeatedly include in referee reports, and in my responses to authors who have submitted papers to the International Journal of Forecasting, are comments designed to include the quality of the graphics. Recently someone asked on stats.stackexchange.com about best practices for producing plots. So I thought it might be helpful to

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Statistical Analysis StackExchange site now available

July 26, 2010
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Statistical Analysis StackExchange site now available

The Q&A site for statistical analysis, data mining, data visualization, and everything else to do with data analysis has finally been launched. Please head over to stats.StackExchange.com and start asking and answering questions. Also, spread the word to everyone else who may be interested — work colleagues, students, etc. The more people who use the

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More StackExchange sites

July 16, 2010
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More StackExchange sites

The StackExchange site on Statistical Analysis is about to go into private beta testing. This is your last chance to commit if you want to be part of the private beta testing. Don’t worry if you miss out — it will only be a week before it is then open to the public. There is

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Stack exchange for statistical analysis needs you!

June 17, 2010
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Stack exchange for statistical analysis needs you!

The proposal to create a StackExchange site for statistical analysis is steadily moving forward. We have now completed the scoping stage which involved finding enough people willing to express an interest in the idea, and voting on some example questions to define what is allowed and what is not allowed on the site. The on-topic

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Learning R by video

March 9, 2010
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Learning R by video

For those people who prefer to be shown how to do something rather than read the instructions, there are some videos on using R available online. Here are the ones I know about. Please add links to other similar resources in the comments. R videos Learn R Toolkit What is R? from Revolution Analytics R

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