1544 search results for "time series"

sab-R-metrics: Kernel Density Smoothing

May 25, 2011
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sab-R-metrics: Kernel Density Smoothing

Last time I left you, I had gone over some basics of doing loess regression in R. If you remember, loess is a sort of regression that allows wigglyness in your regression of some dependent variable Y on some independent variable X (I will generalize t...

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Utility Spread and Financial Turbulence Part 2 with Utility Slope

May 24, 2011
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Utility Spread and Financial Turbulence Part 2 with Utility Slope

THIS IS NOT INVESTMENT ADVICE.  YOU ARE RESPONSIBLE FOR YOUR OWN GAINS AND LOSSES. I did not intend for this to be a two-part series but I just could not be complacent with Utility Spread and Financial Turbulence (for avid readers, there was a sm...

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A simple Big Data analysis using the RevoScaleR package in Revolution R

May 24, 2011
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A simple Big Data analysis using the RevoScaleR package in Revolution R

This post from Stephen Weller is part of a series from members of the Revolution Analytics Engineering team. Learn more about the RevoScaleR package, available free to academics as part of Revolution R Enterprise — ed. The RevoScaleR package, installed with Revolution R Enterprise, offers parallel external memory algorithms that help R break through memory and performance limitations. RevoScaleR...

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A simple Big Data analysis using the RevoScaleR package in Revolution R

May 24, 2011
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A simple Big Data analysis using the RevoScaleR package in Revolution R

This post from Stephen Weller is part of a series from members of the Revolution Analytics Engineering team. Learn more about the RevoScaleR package, available free to academics as part of Revolution R Enterprise — ed. The RevoScaleR package, installed with Revolution R Enterprise, offers parallel external memory algorithms that help R break through memory and performance limitations. RevoScaleR...

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Utility Spread and Financial Turbulence

May 23, 2011
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Utility Spread and Financial Turbulence

THIS IS NOT INVESTMENT ADVICE.  YOU ARE RESPONSIBLE FOR YOUR OWN GAINS AND LOSSES. In Long XLU Short SPY Part 2 (More History), I explored the defensive nature of the spread and its potential as a bond substitute in troublesome periods for stocks...

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Long XLU Short SPY Part 2 (More History)

May 20, 2011
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Long XLU Short SPY Part 2 (More History)

THIS IS NOT INVESTMENT ADVICE.  YOU ARE RESPONSIBLE FOR YOUR OWN GAINS AND LOSSES. The Fed is on a roll adding BAC ML Bond Indicies and now complete history for the four primary Dow Jones Indexes, so I wanted to extend my first post Long XLU Shor...

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Long XLU Short SPY

May 20, 2011
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Long XLU Short SPY

THIS IS NOT INVESTMENT ADVICE.  YOU ARE RESPONSIBLE FOR YOUR OWN GAINS AND LOSSES. I spend my days and nights wondering what a bond manager should do if he/she doesn’t like bonds, but also cannot sit in 0% cash.  I generally dislike spreads...

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Spreads and Stress

May 20, 2011
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Spreads and Stress

Since we have the Gifts from BAC ML and the Federal Reserve, I thought I should look at another interesting element of bonds.  Bond spreads act as a very strong symbol of financial stability and confidence.  The St. Louis Fed Stress Index is ...

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Porting Stata-like Marginal Effects to LaTeX

May 19, 2011
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Porting Stata-like Marginal Effects to LaTeX

The TimeSeriesIreland Blog posted an excellent start on a function that automatically computes marginal effects for probit and logit models. As I have always wanted an easy-to-use function that computes and reports marginal effects in R, I was elated ...

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Porting Stata-like Marginal Effects to LaTeX

May 19, 2011
By
Porting Stata-like Marginal Effects to LaTeX

The TimeSeriesIreland Blog posted an excellent start on a function that automatically computes marginal effects for probit and logit models. As I have always wanted an easy-to-use function that computes and reports marginal effects in R, I was elated ...

Read more »