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Omer


Active since 2012

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Irregular intraday financial time-series data
I have intraday stock prices for a couple months and I wanted to run simple auto-correlation tests on it. The way the data is st...

11 years ago | 0 answers | 0

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How to vectorize this loop ?
I have a time series of X and Y variables and I want to run a linear regression on it based on a specific time window length. Th...

12 years ago | 2 answers | 0

2

answers