1544 search results for "time series"

gretl

June 24, 2011
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In comments on a recent post, "Ben" and Tal Galili very sensibly asked if I could make R code available for the econometric analysis in my posts, in addition to EViews code. I'll be trying to do this wherever I can, given the time constraints.The important point implicit in these comments is that R is free, open-source, software, whereas...

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Drawing heatmaps in R

June 24, 2011
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Drawing heatmaps in R

A while back, while reading chapter 4 of Using R for Introductory Statistics, I fooled around with the mtcars dataset giving mechanical and performance properties of cars from the early 70's. Let's plot this data as a hierarchically clustered heatmap.# scale data to mean=0, sd=1 and convert to matrix mtscaled <- as.matrix(scale(mtcars))# create...

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Statistics.com Review

June 20, 2011
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Disclaimer: All prices and classes are approximate and should be confirmed at www.statistics.com as they can change. A comment from my previous post asked me about the experience I had in taking courses from statistics.com (www.statistics.com). To help...

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Calling R lovers and bloggers – to work together on “The R Programming wikibook”

June 20, 2011
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Calling R lovers and bloggers – to work together on “The R Programming wikibook”

This post is a call for both R community members and R-bloggers, to come and help make The R Programming wikibook be amazing. The R Programming wikibook is not just another one of the many free books about statistics/R, it is a community project which aims to create a cross-disciplinary practical guide to the R programming language.  Here is

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Two textbooks on probability using R

June 18, 2011
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Two textbooks on probability using R

This fall, I’ll be teaching a second-year course on Probability with Computer Applications, which is required for Computer Science majors.  I’ve taught this before, but that was five years ago, so I’ve been looking to see what new textbooks would be suitable.  The course aims not just to use computer science applications as examples, but

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REITs for Everybody Now REITs for Nobody Part 2

June 16, 2011
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REITs for Everybody Now REITs for Nobody Part 2

As a quick follow-up to my first REITs for Everybody Might Now Mean REITs for Nobody, I want to look at REITs and High Yield bonds, which also might simultaneously attract conservative yield buyers and speculative beta chasers.HYG (iShares High Yield) ...

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Market arrows

June 16, 2011
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Market arrows

Graphs like Figure 1 are reasonably common.  But they are not reasonable. Figure 1: A (log) price series with an explicit guide line. Some have the prices on a logarithmic scale, which is an improvement on the raw prices. The problem with this sort of plot is that two particular data points are taken as … Continue reading...

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REITs for Everybody Might Now Mean REITs for Nobody

June 12, 2011
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REITs for Everybody Might Now Mean REITs for Nobody

THIS IS MY OPINION AND ANALYSIS AND IS NOT INVESTMENT ADVICE.  YOU ARE RESPONSIBLE FOR YOUR OWN GAINS AND LOSSES. I think REITs traditionally attract conservative dividend investors (grandparents), but due to their recent behavior, REITs also attr...

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Can You Beat the Market with Modern Portfolio Theory? (Part 2)

June 12, 2011
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Can You Beat the Market with Modern Portfolio Theory? (Part 2)

(Obligatory Warning: This post should not be considered investment advice. The author(s) of this blog are not certified financial analysts. Any analysis presented here is meant only as an opinion. Following our opinion could end up losing you a lot of ...

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REITs for Everybody

June 10, 2011
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REITs for Everybody

THIS IS NOT INVESTMENT ADVICE.  IT IS SIMPLY MY OPINION.  LISTENING TO MY OPINION MIGHT LOSE LOTS OF MONEY. I contend that REITs now have two buyers: dividend pickers and beta chasers.  The beta chasers’ demand has driven prices to sig...

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