2451 search results for "Time Series"

Recordings of RStudio Webinar Series on Essential Tools for Data Science with R

December 9, 2014
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Recordings of RStudio Webinar Series on Essential Tools for Data Science with R

by Yanchang Zhao, RDataMining.com RStudio recently ran a series of live webinars on Essential Tools for Data Science with R, but it is inconvenient for people from other time zones to attend. Fortunately, the recordings have been made available online, … Continue reading →

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Convergence of a Series

November 12, 2014
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Convergence of a Series

Let us explore using simulation some of the concepts of basic asymptotic theory as presented in Wooldridge 2012, Chapter 3.Definition: A sequence of nonrandom numbers {a_N:N=1,2,...} converges to a if for all epsilon>0 there exists N_epsilon such that N>N_epsilon, then $$|a_N - a|<epsilon$$Paraphrase: A sequence converges on point a, if you can choose any positive number (any epsilon...

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Aggregate portfolio contributions through time

September 25, 2014
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Aggregate portfolio contributions through time

The last CRAN release didn’t have much new functionality, but Ross Bennett and I have completely re-written the Return.portfolio function to fix some issues and make the calculations more transparent.  The function calculates the returns of a portfolio given asset returns, weights, and rebalancing periods – which, although not rocket science, requires some diligence about it. Users of this

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RDataMining Slides Series

September 14, 2014
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RDataMining Slides Series

by Yanchang Zhao, RDataMining.com I have made a series of slides on R and data mining, based on my book titled R and Data Mining — Examples and Case Studies. The slides will be used at my presentations at seminars … Continue reading →

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Guns are cool – time effects

July 19, 2014
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Guns are cool – time effects

September last year I made a post using the shootingtracker data. It is attempted in shootingtracker to register all shootings with at least four victims, be they wounded or dead. The data starts  January 1st 2013, which means that by now the...

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Constructing a Continuous Futures Series From Quandl

June 17, 2014
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Constructing a Continuous Futures Series From Quandl

by Ilya Kipnis In this post, I will demonstrate how to obtain, stitch together, and clean data for backtesting using futures data from Quandl. Quandl was previously introduced in the Revolutions Blog. Functions I will be using can be found in my IK Trading package available on my github page. With backtesting, it’s often times easy to get data...

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Modeling "This Time is Different" in R

April 14, 2014
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Modeling "This Time is Different" in R

Check out PDF for Equations And Code to run yourself Introduction: “This Time is different” by Reinhart and Rogoff is an empirical history of financial crises and panics.  It describes many economic events such as; inflation, bubbles, and...

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Modeling "This Time is Different"

April 14, 2014
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Modeling "This Time is Different"

Check out PDF for Equations And Code to run yourself Introduction: “This Time is different” by Reinhart and Rogoff is an empirical history of financial crises and panics.  It describes many economic events such as; inflation, bubbles, and defaults. The theme that ties these events together is the idea that people have an unrealistic expectation of the future because...

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A new series: R-fiddle of the Week

March 11, 2014
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Now that our ‘Learning R’ -series is coming to an end (for those who missed it, have a look at our Twitter or Facebook ), it is time to announce the start of a new series : R-fiddle of the Week. Every week, we will share an R-fiddle link that contains the code of some popular

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Temperatures Series as Random Walks

February 12, 2014
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Temperatures Series as Random Walks

Last year, I did mention in a post that unit-root tests are dangerous, because they might lead us to strange models. For instance, in a post, I did obtain that the temperature observed in January 2013, in Montréal, might be considered as a random walk process (or at leat an integrated process). The code to extract the data has...

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