Tag Archives: Time series
Implement Exponential Smooth in R
Posted by Shawn Zhang
on July 3, 2012
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Introduction
Exponential Smooth is common technique in time series data analysis . There are 3 types of Exponential smoothing methods , which corresponding to different type of time series data.
Time series which don't demonstrate trend or seasonality , use single exponential smoothing
Time series which demonstrate trend but not seasonality , use double exponential smoothing
Time series which demonstrate both trend and seasonality , use triple exponential smoothing
Single Exponential Read more [...]
Time Series Analysis on Shibor Rate
Posted by Shawn Zhang
on July 2, 2012
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R provide powerful functions in time series analysis, I'll try to explore a few functions regarding to Shibor(Shanghai Interbank Offered Rate) rate from 2006-10-08 to 2012-06-26 .
> str(shibor)
'data.frame': 1432 obs. of 9 variables:
$ Date: Date, format: "2006-10-08" "2006-10-09" ...
$ O.N : num 2.12 2.1 2.09 2.1 2.09 ...
$ X1W : num 2.29 2.3 2.3 2.29 2.29 ...
$ X2W : num 2.38 2.4 2.42 2.49 2.52 ...
$ X1M : num 2.53 2.55 2.57 2.59 2.59 ...
$ Read more [...]