In my current research, I am modeling consumer spending behavior to predict future income and spending. To do this I …Continue reading »

I showed an example of Extending Commodity time series back in 2012. Since then, the web site that I used to get the Thomson Reuters/Jefferies CRB Index data is no longer working. But there are a few alternatives: Thomson Reuters / Jefferies CRB Index. To get data, first select “TRJ/CRB Index-Total Return”, next click “See

by Joseph Rickert Late last Saturday afternoon I was reading in my usual spot at the Dana Street Coffee House in Mt. View. A stranger walking by my table noticed my copy of Madsen’s Time Series Analysis (sitting there untouched again) said he needed to learn something about time series and asked if I could recommend a book. He...

As R has evolved over the past 20 years its capabilities have improved in every area. The visual display of time series is no exception: as the folks from Timely Portfolio note that: Through both quiet iteration and significant revolutions, the volunteers of R have made analyzing and charting time series pleasant. R began with the basics, a simple...

In my little world of finance, data almost always is a time series. Through both quiet iteration and significant revolutions, the volunteers of R have made analyzing and charting time series pleasant. As a mini-tribute to all those who have...

Regular expressions are a fantastic tool when you’re looking for patterns in time series. I wish I’d realised that sooner. Here’s a timely example: traditionally, when you have two successive quarters of negative GDP growth, you’re in recession. We have a quarterly GDP time series for Australia, and we want to know how many recessions

Handling time series data in R In this blog post I want to write some thoughts about handling time series data in R. In contrast to cross-sectional data, in time series applications each observation has an additional component besides it’s value: the point of time. This requires some additional efforts, for example: x-axis has to

A few days ago a colleague came to me for advice on the interpretation of some data. The dataset was large and included measurements for twenty-six species at several site-year-plot combinations. A substantial amount of effort had clearly been made to ensure every species at every site over several years was documented. I don’t pretend

This guest post is by Tammer Kamel, Founder of Quandl Finding and formatting numerical data for analysis in R or Excel or indeed any application is a pain that all real world data analysts know all too well. In aggregate I have probably spent weeks of my life trying to find data on the web. And several more weeks...

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