Extracting Business Cycles and Calculating Cross-correlations in R
Comparing log and level U.S. real GDP time series; extracting the cyclical component of the series using the Hodrick-Prescott Filter; Visualizing "lag" and "lead" variables; calculating cross-correlations between U.S. and Mexican GDP with 4-quarter lags and leads. Data and more information available at https://github.com/hegerty/ECON343/
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Cross-Correlation: time-delay estimation and matched filtering
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Hodrick-Prescott (hp) filter: EViews tutorial
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Exploring lagged correlations between different time series
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Lags, Differences, and Autocorrelation in R
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Correlation Explained ← Probability & Statistics
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Kalman Filters for Quant Finance
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How To Think SO CLEARLY People Assume You're A Genius
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Data filtering and Calibration Stata tutorial
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the true reason C++ always wins
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Time Series Analysis in R | Time Series Forecasting | Intellipaat
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Unit Root, Stochastic Trend, Random Walk, Dicky-Fuller test in Time Series
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Time Series Forecasting: Autoregressive and Moving Average Approaches
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They're Poisoning the Agents!
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ANCOVA (Analysis of Covariance): A Mix of ANOVA and Regression
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3.8 - Auto correlation and cross correlation
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Data Analysis: Detrending data series to avoid false correlations
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Two Effective Algorithms for Time Series Forecasting
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Vector Autoregressions and Macroeconomic Analysis in R
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Working With Geographic Shapefiles in R
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