If you want to dig in with both feet on time series data, then quandl.com is a good choice. The website claims to have several million datasets all of them available for free download. It also allows you to upload data to the site with an a...

If you want to dig in with both feet on time series data, then quandl.com is a good choice. The website claims to have several million datasets all of them available for free download. It also allows you to upload data to the site with an a...

v\:* {behavior:url(#default#VML);} o\:* {behavior:url(#default#VML);} w\:* {behavior:url(#default#VML);} .shape {behavior:url(#default#VML);} This guest post from Marcos Arancibia describes how to use Oracle R Enterprise to analyze Time Series data. In this article, we give an overview of how to use Time Series Analysis against data stored in Oracle Database, using the Embedded R Execution capability to send time series computations to...

I showed an example of Extending Commodity time series back in 2012. Since then, the web site that I used to get the Thomson Reuters/Jefferies CRB Index data is no longer working. But there are a few alternatives: Thomson Reuters / Jefferies CRB Index. To get data, first select “TRJ/CRB Index-Total Return”, next click “See

by Joseph Rickert Late last Saturday afternoon I was reading in my usual spot at the Dana Street Coffee House in Mt. View. A stranger walking by my table noticed my copy of Madsen’s Time Series Analysis (sitting there untouched again) said he needed to learn something about time series and asked if I could recommend a book. He...

As R has evolved over the past 20 years its capabilities have improved in every area. The visual display of time series is no exception: as the folks from Timely Portfolio note that: Through both quiet iteration and significant revolutions, the volunteers of R have made analyzing and charting time series pleasant. R began with the basics, a simple...

In my little world of finance, data almost always is a time series. Through both quiet iteration and significant revolutions, the volunteers of R have made analyzing and charting time series pleasant. As a mini-tribute to all those who have...

Regular expressions are a fantastic tool when you’re looking for patterns in time series. I wish I’d realised that sooner. Here’s a timely example: traditionally, when you have two successive quarters of negative GDP growth, you’re in recession. We have a quarterly GDP time series for Australia, and we want to know how many recessions

Handling time series data in R In this blog post I want to write some thoughts about handling time series data in R. In contrast to cross-sectional data, in time series applications each observation has an additional component besides it’s value: the point of time. This requires some additional efforts, for example: x-axis has to