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 latexr: efficient compilation of dynamic reports integrating LaTeX and R

ARIMAmodelbased decomposition of time series in R
The tsdecomp R package  The uroot R package is back
 Airline prices database

An application of OpenMP and Graphics Processing Units parallel threads
Numerical distribution functions of unit root tests
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Category Archives: R
latexr: efficient compilation of dynamic reports integrating LaTeX and R
I have been working on the ideas and scripts introduced in this previous post. The result is a new set of scripts packaged in this latexR.tar.gz file. The main enhancements are the following: An environment can be assigned to each … Continue reading
ARIMAmodelbased decomposition of time series in R
The tsdecomp R package
I have recently submitted a new package to CRAN. The tsdecomp package performs ARIMAmodelbased decomposition of time series data. It is intended mainly for annual, quarterly and monthly time series. Upon an ARIMA model fitted to the observed data, the … Continue reading
The uroot R package is back
I have recently submitted to CRAN a new version of package uroot. It is based on a older version of the package that I developed for my graduate dissertation. At present, the package implements the Canova and Hansen (CH) [1] … Continue reading
Signal extraction in time series, as simple as that?
Frequencydomain filters provide a straightforward way to decompose a time series. In this post I briefly introduce this approach advocated by Prof. D. Stephen G. Pollock in this document that introduces the software IDEOLOG. As pointed out by Prof. Pollock, … Continue reading
Posted in R, time series
Tagged Business cycle, Fourier analysis, seasonality, signalextraction
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Testing for seasonal stability
Canova and Hansen test statistic
Seasonal patterns are common in many time series data (e.g. macroeconomic or meteorological data). One of the issues to be analyzed when working with seasonal data is whether the seasonal pattern remains relatively stable over the sample period or whether … Continue reading