1540 search results for "time series"

Interest Rates’ Influence on 1987

February 21, 2011
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Interest Rates’ Influence on 1987

One aspect of 1987 that does not deserve enough attention is interest rates.  Higher interest rates constrain economic activity and compete with other investments.  As seen in the chart below, the US 10year Treasury rate climbed 40% from 7% t...

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Tracking the Frequency of Twitter Hashtags with R

February 21, 2011
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Tracking the Frequency of Twitter Hashtags with R

 I’ve posted three examples of Twitter hashtags datasets in the last week: one on China, one on Iran, and one on Algeria.  In order to build these datasets, I needed to obtain older tweets; this is slightly more difficult than … Continue reading →

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Backtesting in Excel and R

February 17, 2011
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This post is the introduction to a series that will illustrate how to backtest the same strategy in Excel and R.  The impetus for this series started with this tweet by Jared Woodard at Condor Options.  After Soren Macbeth introduced us, Jare...

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Backtesting in Excel and R

February 17, 2011
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This post is the introduction to a series that will illustrate how to backtest the same strategy in Excel and R.  The impetus for this series started with this tweet by Jared Woodard at Condor Options.  After Soren Macbeth introduced us, Jare...

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Boxplots and Beyond III: Violin Plots

Boxplots and Beyond III: Violin Plots

This post is the third in a series of four on boxplots and closely related data visualization techniques for comparing subsets of a dataset, or comparing different datasets that we hope or expect to be similarly distributed.  The previous two post...

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Statistical Analysis with R, a Review

February 12, 2011
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Statistical Analysis with R, a Review

Long Version: I have a Bachelor’s degree in Computer Science.  I’m pretty handy when it comes to

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Opinions Not Backed by Money Are Not That Believable–Updated and with R

February 8, 2011
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Opinions Not Backed by Money Are Not That Believable–Updated and with R

As an update to http://timelyportfolio.blogspot.com/2010/12/opinions-not-backed-with-money-are-not.html, I have updated the revised data, added the past two months, and translated to R. If the world really is overly bullish on stocks as some suggest, I...

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R courses from Statistics.com

February 7, 2011
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If you're looking for some in-depth training in R, here are some upcoming courses presented by R gurus and hosted by statistics.com to consider: Feb 11: Modeling in R (Sudha Purohit -- more details after the jump) Mar 4: Introduction to R - Data Handling (Paul Murrell) Apr 15: Programming in R (Hadley Wickham) Apr 29: Graphics in R...

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Boxplots and Beyond – Part II: Asymmetry

Boxplots and Beyond – Part II: Asymmetry

In my last post, I discussed boxplots in their simplest forms, illustrating some of the useful options available with the boxplot command in the open-source statistical software package R.  As I noted in that post, the basic boxplot is both useful...

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Peeking inside R functions

February 6, 2011
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R, like all good programming languages, treats functions as first class objects. Users can create functions, pass them as arguments, and have them returned as the result of other computations. You may be familiar with passing functions as arguments if you have used the apply family of functions (i.e. apply, sapply, lapply, mapply). For example, to get get...

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