The Time Series Data Library is a collection of about 800 time series that I have maintained since about 1992, and hosted on my personal website. It includes data from a lot of time series textbooks, as well as many other series that I’ve either collected for student projects or helpful people have sent to me. I’ve now moved...
Posts Tagged ‘ references ’
My new forecasting textbook
After years of saying that I was going to write a book to replace Makridakis, Wheelwright and Hyndman (1998), I’m finally ready to make an announcement! My new book is Forecasting: principles and practice, co-authored with George Athanasopoulos. It is available online and free-of-charge. We have written about 2/3 of the book so far (all of which is already...
The art of R programming
This is a gem of a book. It will become the book I give PhD students when they are learning how to write good R code. That is, if I ever see it again. I had hoped to write a review of it, but I haven’t seen it since it arrived in the mail a
How to avoid annoying a referee
It’s not a good idea to annoy the referees of your paper. They make recommendations to the editor about your work and it is best to keep them happy. There is an interesting discussion on stats.stackexchange.com on this subject. This inspired my own list below. Explain what you’ve done clearly, avoiding unnecessary jargon. Don’t claim
Econometrics and R
Econometricians seem to be rather slow to adopt new methods and new technology (compared to other areas of statistics), but slowly the use of R is spreading. I’m now receiving requests for references showing how to use R in econometrics, and so I thought it might be helpful to post a few suggestions here. A
The Power to … What did you say?
It is just about a year ago (exactly January 6th, 2009) that a New York Times article on R did fuel the dispute on what statistical analysis tool is “the best”. One of the highlight of the article was a quote from SAS’ Anne H. Milley: “I think it addresses a niche market for high-end
R vs. SAS
Everything started with the article in the NYT talking about R – and of course – did mention SAS. Andrew Gelman picked up the article and posted his take on the matter. Maybe it are sentences like Andrew’s “And it’s good to hear that SAS is in trouble” and Anne H. Milley, director of technology product marketing
R books
Amazon.com Widgets
Zero Inflated Models and Generalized Linear Mixed Models with R.
Zuur, Saveliev, Ieno (2012).
