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… Continue reading GARCH Models in Python

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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.… Continue reading Analyzing Multivariate Time-Series using ARIMAX in Python with StatsModels

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… Continue reading Learning Data Science

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