1694 search results for "time series"

Using R — .Call(“hello”)

November 9, 2012
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This entry is part 10 of 12 in the series Using RIn an introductory post on R APIs to C code, Calling C Code ‘Hello World!’, we explored the .C() function with some ‘Hello World!’ baby steps.  In this post …   read more ...

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How Microsoft Can Use Windows 8 to Dominate the Tech Industry

November 9, 2012
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How Microsoft Can Use Windows 8 to Dominate the Tech Industry

Windows 95 transformed the PC software market and established Microsoft as the dominant player.  Can Microsoft do it again?  Can it use the release of Windows 8 to elevate its entire brand image?  More importantly to some of us, can Microsoft use statistical modeling to help it achieve its goal?Of course, the answer depends on what you mean by...

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Granger Causality Testing in R

November 7, 2012
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Today just gets better and better!I had an email this morning from Christoph Pfeiffer, who follows this blog. Christoph has put together some nice R code that implements the Toda-Yamamoto method for testing for Granger causality in the context of non-stationary time-series data.Given the ongoing interest in the various posts I have had (

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In case you missed it: October 2012 Roundup

November 7, 2012
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In case you missed them, here are some articles from October of particular interest to R users. Sponsorships for local R user groups from Revolution Analytics are now open to applicants worldwide. During the landfall of Hurricane Sandy in the US, several R-based apps used public weather and social media data to document its impact, like this timeline of...

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Using R — Calling C Code ‘Hello World!’

November 6, 2012
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This entry is part 6 of 11 in the series Using ROne of the reasons that R has so much functionality is that people have incorporated a lot of academic code written in C, C++, Fortran and Java into various …   read more ...

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analyze the national survey on drug use and health (nsduh) with r

November 6, 2012
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the national survey on drug use and health (nsduh) monitors illicit drug, alcohol, and tobacco use with more detail than any other survey out there.  if you wanna know the average age at first chewing tobacco dip, the prevalence of needle-sharing,...

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Why the 2012 US elections are more exciting than 2008

November 4, 2012
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Why the 2012 US elections are more exciting than 2008

Here’s an addition to my last post on using Wikipedia data to analyse attention for the US presidential elections 2012. Here’s another look at the interest not for the candidates’ Wikipedia pages but the general pages for the elections 2008 and 2012. Compared to the candidates’ pages, the attention for the general

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analyze the national health and nutrition examination survey (nhanes) with r

October 30, 2012
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nhanes is this fascinating survey where doctors and dentists accompany survey interviewers in a little mobile medical center that drives around the country.  while the survey folks are interviewing people, the medical professionals administer labo...

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Volatility from daily or monthly: garch evidence

October 29, 2012
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Volatility from daily or monthly: garch evidence

Should you use daily or monthly returns to estimate volatility? Does garch explain why volatility estimated with daily data tends to be bigger than if it is estimated with monthly data? Previously There are a number of previous posts — with the variance compression tag — that discuss the phenomenon of volatility estimated with daily … Continue reading...

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How Scenic is the HS2 Route?

October 29, 2012
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How Scenic is the HS2 Route?

It is fairly clear from the duration between this and my last post that various other things have been getting in the way of updates. Anyway, I shall try and post a few updates on news and things I have been working on recently in the coming weeks before getting back to regular posting! Back

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