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US Economic Outlook 2025
With the 2024 election in the rear view mirror, we have a better picture of what policy for the next few years is going to look like. As such, we have a better idea on what to expect from the US economy over the next few years. That has largely colored my analysis this year.…
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Bayesian Regression with PYMC3 in Python
Okay, so normally I do frequentist statistics. Most of my training has been in that realm. However, I do recognize that bayesian is really the way to go. The idea of updating a prior is really appealing to me. The only problem that I have ever had with it, is that I really haven’t had…
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Linear Algebra and Data Science
I’m going to take a break from my last couple of posts which have been about time-series analysis in python. I’m switching gears this week to answer a question my brother asked me today at a party. I couldn’t really give him a satisfactory answer, because we were at a party. He asked me, “I’ve…
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GARCH Models in Python
Okay so I am continuing my series of posts on time-series analysis in python. So far I have covered ARIMA models, ARIMAX models, and we also looked at SARIMA models. These posts have all dealt with a similar subject. Namely, how to make a time-series be stationary in the sense that it doesn’t have a…
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Analyzing Multivariate Time-Series using ARIMAX in Python with StatsModels
Is This Post Too Long? I’ll Email A PDF Version To You Okay, so this is my third tutorial about time-series in python. The first one was on univariate ARIMA models, and the second one was on univariate SARIMA models. Today is different, in that we are going to introduce another variable to the model.…
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SARIMA models using Statsmodels in Python
Okay, so if you haven’t done so, read my last post before you start out with this one. It will introduce you to the basic idea behind running an ARIMA model. This post will go over how to get a perfect fit from the data, in that post. I know that it is a perfect…
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Basics of ARIMA Models With Statsmodels in Python
A common problem in many businesses is that of forecasting some value over time. It is useful for setting budgets, understanding sales, and any number of other problems. In this post, I will go over the basics of a popular forecasting model. Particularly, I will go over ARIMA models. ARIMA models are univariate models (think…
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Learning Data Science
So you want to be a data scientist. That’s great. But you may be wondering where to start. Sometimes it feels like you are trying to do the impossible like get up to the speed of light. Things get awful heavy as you start going faster. And incremental increases in speed seem to be harder…