Search Results
Search type | Search syntax |
---|---|
Tags | [tag] |
Exact | "words here" |
Author |
user:1234 user:me (yours) |
Score |
score:3 (3+) score:0 (none) |
Answers |
answers:3 (3+) answers:0 (none) isaccepted:yes hasaccepted:no inquestion:1234 |
Views | views:250 |
Code | code:"if (foo != bar)" |
Sections |
title:apples body:"apples oranges" |
URL | url:"*.example.com" |
Saves | in:saves |
Status |
closed:yes duplicate:no migrated:no wiki:no |
Types |
is:question is:answer |
Exclude |
-[tag] -apples |
For more details on advanced search visit our help page |
Time series are data observed over time (either in continuous time or at discrete time periods).
2
votes
2
answers
875
views
Best imputation method for stochastic noisy data?
What is the best imputation method for a dataset consisting of stochastic data? For example, let's say you have a table of security returns. In some cases the missings are random, in other cases are n …
5
votes
0
answers
865
views
Is there a package in R that calculates the Durbin-Watson test assuming a weighted regression? [closed]
There are several packages that can apply the Durbin-Watson test for serial correlation. However, I do not see a package that supports the calculation in the case that once has a GLS weighted regressi …
6
votes
2
answers
3k
views
Multiple regression with constraints on coefficients [closed]
I am performing a returns analysis. The idea is to regress a time-series of returns on the returns of various asset classes. The beta coefficients must be constrained such that sum of the coefficients …
5
votes
0
answers
3k
views
Random Forests / adaboost in panel regression setting
Tools such as random forests or adaboost are powerful at solving cross-sectional binary logistic problems or prediction problems where there are many weak learners. But can these tools be adapted to s …
3
votes
2
answers
2k
views
Residual analysis of cross-sectional time-series forecasts
I have forecasts and actuals for panel data (i.e. time-series cross-sectional data). The forecasts are already generated and provided by some source outside of R. I'd like to evaluate the quality of t …