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Jan
16
comment Why does TimeSeriesShift is just adding a fixed number of days?
I see the point. Yet in many application with more developed time series analysis packages (EViews or even in matlab packages) uniform spacing is defined a bit more naturally (fuzzy?). If the series is of monthly frequency it usually just means that there are no two observations for the same month. I mean it should be sufficient for most of the usual time series models. I might be mistaken though. ))
Jan
16
comment Why does TimeSeriesShift is just adding a fixed number of days?
@AndyRoss, I would expect it to behave in the same way as DatePlus[{2014, 1, 29}, {1, "Month"}] which produces Feb. 28. The critical thing is that the function should return a date in the following month not the month after that month.
Jan
15
comment Why does TimeSeriesShift is just adding a fixed number of days?
It's rather strange that TimeSeriesShift would produce different results from DatePlus, isn't it? @Mike, thanks for your solution.
Jan
15
asked Why does TimeSeriesShift is just adding a fixed number of days?
Jan
10
awarded  Revival
Nov
20
awarded  Nice Question
Nov
12
accepted DayRound Rounding Values:No difference between “Preceding” and “Following”?
Nov
9
comment DayRound Rounding Values:No difference between “Preceding” and “Following”?
thanks. Yet I still struggle to understand the logic of "Preceding" and "Following" having no effect.
Nov
9
asked DayRound Rounding Values:No difference between “Preceding” and “Following”?
Oct
8
accepted Association of pure functions
Oct
7
asked Association of pure functions
Sep
25
answered Estimation of vector autoregressive (VAR) process
Aug
30
awarded  Teacher
Aug
30
answered Time-series decomposition in Mathematica
Jul
23
comment Keyboard issues with Mathematica 9.0.1 for Linux
I have this remapping issue on windows 8 too.
Jul
2
awarded  Curious
Jun
29
awarded  Popular Question
Apr
29
comment Estimation of vector autoregressive (VAR) process
@matt, it seems that mma is used here as a shorthand for Mathematica.
Apr
23
comment Estimation of vector autoregressive (VAR) process
@matt525252, it would be very nice of you if you would be able to share some of the tools you've developed. The demo is impressive. Have you ever tried to implement and estimate any of the state-space models in mma?
Apr
10
awarded  Organizer