Moderna & AbbVie: Dynamic Covariance
Today, let’s look at dynamic covariance for biotech diversification and weighting, building on our previous post on GARCH models for…
Tag: Time Series
Spotify: Dynamic Conditional Beta
Spotify (ticker: SPOT), which went public cash flow-positive as a direct listing back in April 3, 2018, is one of…
Moderna: Modeling Volatility with GARCH
Today, we’ll model and forecast Moderna equity volatility (ticker: MRNA) using generalized autoregressive conditional heteroskedacity(GARCH). I was inspired by a…
Gun Sales: Identifying Time Series Structural Change
In a previous post, we explored and visualized population-adjusted gun sales, looking at many dimensions of time series data. We…
Imputing Time Series Missing Values
Today, let’s see how different missing value impute methods stack up for various types of time series. It was inspired…
Guns: Time Series Analysis and Forecast
Today, we’ll do a deep-dive time series exploration and SARIMAX forecast using data on gun backround checks in the U.S.…
Going Bananas
Today, we’ll predict (in-sample) and forecast (out-of-sample) banana prices using time series data from January 1, 1990 through July 1,…