LOB.DATA

Hypothesis Testing by Computational Methodology - Part 1

Introduction This is the first of two articles that we’ll talk about two different approaches to perform hypotheses tests, covering the classical and computational methodologies. In the end I’ll show you one R package (Infer) capable to execute any of these methods in an easy, flexible, and less error-prone way. In the second article, we’ll go deeper in a hands-on experiment using the Infer package, if you already know the package and want to see more code than text, click here.

How to Perform Correlation Analysis in Time Series data using R?

What is it correlation analysis? The concept of correlation is the same used in non-time series data: identify and quantify the relationship between two variables. Due to the continuous and chronologically ordered nature of time series data, there is a likelihood that there will be some degree of correlation between the series observations. Measuring and analyzing the correlation between two variables, in the context of time series analysis, can be understood by two different aspects: