A Brief Look into Alibaba Stocks
The turmoil that is occurring in China with the battle for Hong Kong being waged while the United States is locked in a serious trade negotiation with China is clearly having an impact on the stock...
View ArticleFinancial Time Series Data
Welcome to this course on financial time series analysis using R. In this course, we will learn about financial time series data analysis in R. You will learn about how to explore and build time series...
View ArticleExploring Time Series
Let’s look at a few commands that we will frequently use while exploring time series data. length() The length() function tells us the number of elements in out time series dataset....
View ArticleHow To Create a 1099
Whether you are a freelancer or a small business employee whose business is contracting outside help, you must have heard about the IRS 1099 form. But what is this form, and how do you create it? 1099...
View ArticlePlotting Time Series in R
While we can explore time series data using commands such as print(), head(), tail(), etc in R, it can be very helpful to plot the time series data as a line chart and explore it visually. In the...
View ArticleHandling Missing Values in Time Series
In the examples we saw earlier, we had good quality data with all values available for all time indexes. However, in real life, the data may contain missing values which will influence our analysis....
View Article15 Random Tips For Those Living Alone For the First Time
Venturing out in the world on your own for the first time can be exhilarating – and sort of scary. You may find yourself feeling giddy with excitement one moment and wondering how you will make it...
View Article4 Helpful Tips You Need for Writing a Financial Proposal
Do you want to learn how you should write a financial proposal? If the answer is yes, you should check out these helpful tips. As an entrepreneur, writing proposals and making presentations is a part...
View ArticleCreating a Time Series Object in R
In R, we can use the ts() function to create a time series object. Usage Below is a simplified format of the ts function. For complete details use ?ts in your R console. data: a vector or matrix of the...
View ArticleCheck if an object is a time series object in R
In R, objects can be of different class such as vector, list, dataframe, ts, etc. When you load a dataset into R, it may not necessarily be a time series object. We can use the is.ts() function to test...
View ArticleThese 7 Business Expenses Are More Negotiable Than You Think
Not all business expenses have to be fixed at a certain rate. In fact, there are several things you spend money on every month that you could be negotiating a lower price for. These seven business...
View ArticlePlotting Financial Time Series Data (Multiple Columns) in R
Let’s take one more example of plotting financial time series data. This time we will use the EuStockMarkets data set that comes by default with R. It contains the daily closing prices of major...
View ArticleCharacteristics of Time Series
Time series have several characteristics that make their analysis different from other types of data. The time series variable (for example, the stock price) may have a trend over time. This refers to...
View ArticleRole of Data Science in Risk Management
Risk management is an integral part of any financial institution. All businesses face a variety of risks and the risk management practice works towards maximizing the businesses’ return on investment...
View ArticleStationary Process in Time Series
A common assumption made in time series analysis is that one of the components of the pattern exhibited by a time series is the stationary series. This is the random or irregular component we discussed...
View ArticleTransforming a Series to Stationary
Most financial and economic times series are not stationary. Even when you adjust them for seasonal variations, they will exhibit trends, cycles, random walk and other non-stationary behavior. We can...
View ArticleTime Series Transformation in R
We will now learn about how we can perform the mathematical transformations in R in order to make a non-stationary series stationary. We have the daily stock prices of an imaginary stock exhibiting...
View ArticleDifferencing and Log Transformation
Removing Variability Using Logarithmic Transformation Since the data shows changing variance over time, the first thing we will do is stabilize the variance by applying log transformation using the...
View ArticleAutocorrelation in R
Autocorrelation is an important part of time series analysis. It helps us understand how each observation in a time series is related to its recent past observations. When autocorrelation is high in a...
View ArticleTime Series Models
By now we have a strong foundational understanding of various concepts essential for time series analysis. The rest of the course will focus on the following: A theoretical understanding of the...
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