Statistics
RANK
132.138
of 289.944
REPUTATION
0
CONTRIBUTIONS
0 Questions
4 Answers
ANSWER ACCEPTANCE
0.00%
VOTES RECEIVED
0
RANK
5.686 of 19.611
REPUTATION
205
AVERAGE RATING
5.00
CONTRIBUTIONS
1 File
DOWNLOADS
4
ALL TIME DOWNLOADS
2000
RANK
of 144.330
CONTRIBUTIONS
0 Problems
0 Solutions
SCORE
0
NUMBER OF BADGES
0
CONTRIBUTIONS
0 Posts
CONTRIBUTIONS
0 Public Channels
AVERAGE RATING
CONTRIBUTIONS
0 Highlights
AVERAGE NO. OF LIKES
Feeds
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...
ongeveer 5 jaar ago | 0
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...
meer dan 5 jaar ago | 0
Submitted
Data_DieboldLi.zip
Stochastic State-Space Modeling in Finance
meer dan 7 jaar ago | 4 downloads |
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...
ongeveer 10 jaar ago | 0
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...
ongeveer 10 jaar ago | 0