The K-fold cross validation allows to quantify the performance of a forecasting model. This article explains the implementation of this procedure for timeseries in the context of a VAR model. It makes use of the kfoldcv4ts package that I created.
A post about payment methods in Switzerland: will cash disappear?
A post about the concept of offer and demand, and how it matters for our daily lives.
This purposefully simple document explains the main intuition behind Kalman filtering of measurement noise.
This simple package allows to replicate the famous xtsum package from Stata with R