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K-fold cross validation for time series in R

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.

Iconomix : payment methods in Switzerland

A post about payment methods in Switzerland: will cash disappear?

Iconomix : the concept of offer and demand

A post about the concept of offer and demand, and how it matters for our daily lives.

A Simple Kalman Filter

This purposefully simple document explains the main intuition behind Kalman filtering of measurement noise.

Rxtsum : Stata xtsum package for R

This simple package allows to replicate the famous xtsum package from Stata with R