loess

Creating prediction distributions

January 4, 2011 | Pat

Here we give details and code for the prediction distributions exhibited in yesterday’s blog post Tis the season to predict. Eight years of returns The equity indices use daily closing levels from the start of 2003.  This data comes from Yahoo. A roughly equivalent technique of selecting the last 2000 daily ...
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Were stock returns really better in 2007 than 2008?

November 22, 2010 | Pat

We know that the S&P 500 was up a little in 2007 and down a lot in 2008.  So on the surface the question seems really stupid.  But randomness played a part.  Let’s have a go at deciding how much of a part. Figure 1: Comparison of 2007 and 2008 for the S&P 500. ... [Read more...]

Creating surface plots

May 28, 2010 | Ralph

A 3d wireframe plot is a type of graph that is used to display a surface – geographic data is an example of where this type of graph would be used or it could be used to display a fitted model with more than one explanatory variable. These plots are related ...
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Displaying data using level plots

May 3, 2010 | Ralph

A level plot is a type of graph that is used to display a surface in two rather than three dimensions – the surface is viewed from above as if we were looking straight down and is an alternative to a contour plot – geographic data is an example of where this ...
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