Outliers Detection and Intervention Analysis

(This article was first published on R Programming – DataScience+, and kindly contributed to R-bloggers) In my previous tutorial Arima Models and Intervention Analysis we took advantage of the strucchange package to identify and date time series level shifts structural changes. Based on that, we were able to define ARIMA models with improved AIC metrics.…

via Outliers Detection and Intervention Analysis — R-bloggers

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Optimal Portfolios

 The crash course on financial portfolio optimization, with application in R. The slides are available here, and R codes from there (in a Markdown). The first and second part is still online, here.

via Optimal Portfolios #2 — Freakonometrics

Optimal Portfolios #1 — Freakonometrics

 

R 3.4.3 is released (a bug-fix release)

(This article was first published on R – R-statistics blog, and kindly contributed to R-bloggers) R 3.4.3 (codename “Kite-Eating Tree”) was released last week. You can get the latest binaries version from here. (or the .tar.gz source code from here). As mentioned by David Smith, R 3.4.3 is primarily a bug-fix release: It fixes an issue with incorrect time zones…

via R 3.4.3 is released (a bug-fix release) — R-bloggers