525 reputation
317
bio website
location
age
visits member for 2 years, 11 months
seen yesterday

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
Apr
10
revised Estimation of vector autoregressive (VAR) process
Added tags.
Apr
10
comment Estimation of vector autoregressive (VAR) process
Look at this demo: demonstrations.wolfram.com/AModelOfVectorAutoregression If you download the source code you'll easily find functions for OLS and Yule-Walker estimation procedures.
Apr
10
suggested approved edit on Estimation of vector autoregressive (VAR) process
Apr
10
comment Estimation of vector autoregressive (VAR) process
Thanks for asking, I've long wanted to ask the same question here. It seems that in time series and macroeconomic modeling mma lags far behind packages such as free IRIS Toolbox for Matlab or EViews.
Feb
26
revised Estimate parameters of the state space model
added 1222 characters in body