Rick

Last seen: etwa 2 Monate vor | Aktiv seit 2014

Followers: 0 Following: 0

Nachricht

Statistik

All

Feeds

Beantwortet
fints toweekly vs timetable retime
Nicola, Could you please explain your coment "I correctly get all wednesdays and the previous working day for the two cases (26...

etwa 7 Jahre vor | 0

Beantwortet
Is there any equivalent to lag function for non-regular timetable?
Maxime, In the event the data is regular, timetable/lag and fints/lagts do the same thing. However, all fints/lagts does is shi...

etwa 7 Jahre vor | 0

Gesendet

Data_DieboldLi.zip
Stochastic State-Space Modeling in Finance

mehr als 9 Jahre vor | 1 Download |

5.0 / 5

Beantwortet
WRONG FUNCTION? - Partial Autocorrelation (PACF) - parcorr greater than 1 (>1)
Hi Bruno, Thanks for sending along the links. It appears as if the R implementation computes the PACF by iteratively solving...

fast 12 Jahre vor | 0

Beantwortet
WRONG FUNCTION? - Partial Autocorrelation (PACF) - parcorr greater than 1 (>1)
Bruno, My initial reaction is that this not a bug, but rather a result of different algorithms used to compute the PACF. For...

fast 12 Jahre vor | 0