R Companion to Price Analysis
Preface
About the Author
Contact
1
Getting Started with R and RStudio
1.1
Download R and RStudio
1.2
The RStudio Iintegrated Development Environment (IDE)
1.3
Basic Calculations
1.4
Datatypes
1.5
Accessing elements of Vectors, Matrices, and Lists by Index
1.6
Data.frame
1.6.1
Subsetting
1.7
Install and Load a Package into the Library
1.8
Setting up a Project
1.9
Other Resources for Getting Started with R
1.10
Exercises
2
Chapter 2: Getting Started
2.1
Data Import From Files on Your Hard Drive
2.1.1
From Comma Separated Files
2.1.2
From Microsoft Excel
2.2
Working with API’s
2.2.1
Quandl’s API
2.2.2
USDA API’s
2.3
Graphing Basics
3
Chapter 3: Fundamental Analysis and the Balance Sheet
3.1
Estimate Trend Yield
3.2
Forecast Price that Clears the Market Based on the Balance Sheet
4
Chapter 4: Testing for Stationarity
5
Chapter 5: Single Market Models (ARMA)
6
Chapter 6: Multi-Market Models VAR
7
Chapter 7 Multi-Market Models VECM
Published with bookdown
© Mindy L. Mallory 2017
R Companion to Price Analysis
Chapter 6
Chapter 6: Multi-Market Models VAR