1654 search results for "time series"

analyze the current population survey (cps) annual social and economic supplement (asec) with r

October 10, 2012
By

the annual march cps-asec has been supplying the statistics for the census bureau's report on income, poverty, and health insurance coverage since 1948.  wow.  the us census bureau and the bureau of labor statistics (bls) tag-team on this one...

Read more »

Style your R charts like the Economist, Tableau … or XKCD

October 5, 2012
By
Style your R charts like the Economist, Tableau … or XKCD

As we noted last month, the new Themes feature in ggplot2 helps you customize the design of R charts to your liking. Now, R user Jeffrey Arnold has built on this feature to create standardized themes to make R graphics looks like those from major publications and other software systems. You can use his ggthemes package to make your...

Read more »

its the Gramma an punctuashun wot its’ about, Rgiht?

October 4, 2012
By
its the Gramma an punctuashun wot its’ about, Rgiht?

This is another of those confluence style posts, where a handful of things I’ve read in quick succession seem to phase lock in my mind: (brought to mind in part via @downes a week or so ago: How to Synch 32 Metronomes) The first was a post by Alan Levine on Making Text Work, which

Read more »

Emerging as Low Vol

October 2, 2012
By
Emerging as Low Vol

Extending the series begun with When Russell 2000 is Low Vol, I thought I should take a look at Emerging Market stocks during periods of low relative volatility to the S&P 500.  So you can replicate even without access to expensive data, let

Read more »

Quantifying student feedback using Org mode and R

September 30, 2012
By
Quantifying student feedback using Org mode and R

As the term has progressed, my LSM2241 lectures are getting more consistent. I’m aiming to use 45 slides for what is officially a two hour lecture, although in reality it lasts about 90 minutes. We take a break at about 50 … Continue reading →

Read more »

Guest post: Visualizing data using a 3D printer

September 25, 2012
By
Guest post: Visualizing data using a 3D printer

In a break from my usual obsessions and interests here is a guest blog post by Ian Walker. I'm posting it because I think it is rather cool and hope it will be of interest to some of my regular readers. Ian is perhaps best known (in the blogosphere) f...

Read more »

Variance targeting in garch estimation

September 24, 2012
By
Variance targeting in garch estimation

What is variance targeting in garch estimation?  And what is its effect? Previously Related posts are: A practical introduction to garch modeling Variability of garch estimates garch estimation on impossibly long series The last two of these show the variability of garch estimates on simulated series where we know the right answer.  In response to … Continue reading...

Read more »

Universal portfolio, part 11

September 23, 2012
By
Universal portfolio, part 11

First an apology, the links to the Universal Portfolio paper have stopped working.  This is because the personal webpage of Thomas Cover at Stanford has been taken down, but fortunately the content moved elsewhere.  The new link is Universal ...

Read more »

Football model; plots and usage

September 23, 2012
By
Football model; plots and usage

After reading data, making a predictions display and building a football data model it is time to put this to validate a bit more (regression plots) and put to usage. It appears that the regression plots in the car package were not ...

Read more »

FinancialInstrument Moves to CRAN

September 19, 2012
By
FinancialInstrument Moves to CRAN

I thought I would break up the posts about GSOC (no, I’m not done yet – there are a few more to do) with a quick note about FinancialInstrument. The FinancialInstrument package provides a construct for defining and storing meta-data for tradable contracts (referred to as instruments, e.g., stocks, futures, options, etc.). The package can

Read more »