1826 search results for "time series"

Can one beat a Random Walk– IMPOSSIBLE (you say?)

March 8, 2011
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Can one beat a Random Walk– IMPOSSIBLE (you say?)

Firstly, apologies for the long absence as I've been busy with a few things.  Secondly, apologies for the horrific use of caps in the title (for the grammar monitors).  Certainly, you'll gain something useful from today's musing, as it's a pr...

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In case you missed it: January Roundup

March 8, 2011
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Catching up on roundups today. February roundup will follow soon, but in the meantime enjoy this trip down memory lane - DS. In case you missed them, here are some articles from January of particular interest to R users. Revolution Analytics is now offering annual sponsorship grants for local R user groups worldwide. Issue 2 of the R Journal...

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Boxplots & Beyond IV: Beanplots

Boxplots & Beyond IV: Beanplots

This post is the last in a series of four on boxplots and some of their extensions.  Previous posts in this series have discussed basic boxplots, modified boxplots based on a robust asymmetry measure, and violin plots, an alternative that essentia...

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Death Spiral Warning Graph

March 4, 2011
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Death Spiral Warning Graph

In the death spiral scenario, rates go up while the currency goes down.  Here is the way to watch that.  I’m not saying that death spiral of US Dollar and interest rates occurs, but without significant action to restore confidence in fiscal...

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Thor vs. Uncanny X-Men vs. Fantastic Four

February 21, 2011
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Thor vs. Uncanny X-Men vs. Fantastic Four

Three of Marvel’s longest running comic book series’ are Thor, Uncanny X-Men, and Fantastic Four. Using data from 2010, I compare monthly comic book sales for each series. This data only pertains to monthly issues and not trade paperbacks. Furthermore, the series Amazing Spider Man was not considered because it was released twice a month.

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Dataset: Wisconsin Union Protester Tweets #wiunion

February 21, 2011
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Dataset: Wisconsin Union Protester Tweets #wiunion

   I’ve been playing with Twitter data over the last week, archiving Algerian, Egyptian, Iranian, and Chinese tweets.  I thought I’d bring the story a little closer to home this time by archiving tweets from Wisconsin Union protesters on the … Continue reading →

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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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