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Podcast Bapak Dimas - Bapaknya Jozio dan Kaziu - ep 1
Posted by: admin 2 months, 2 weeks ago
Seperti yang saya cerita kan sebelumnya, berikut adalah catatan pribadi VLOG kita! Bapak Dimas
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Happy new year 2024 and thank you 2023!
Posted by: admin 2 months, 2 weeks ago
As the new year starts, I want to revisit what has happened in 2023.
Some notes about python and Zen of Python
Posted by: admin 4 months ago
Explore Python syntax
Python is a flexible programming language used in a wide range of fields, including software development, machine learning, and data analysis. Python is one of the most popular programming languages for data professionals, so getting familiar with its fundamental syntax and semantics will be useful for your future career. In this reading, you will learn about Python’s syntax and semantics, as well as where to find resources to further your learning.
Understanding Tier 1 Capital, common equeity tier 1 Capital, and risk weighted asset through asking the right question
Posted by: admin 4 months, 2 weeks ago
Week 1 to week 6 in learning VAR
Posted by: admin 4 months, 3 weeks ago
Week 1: Introduction to Time Series Analysis
Overview of Time Series Data:
# Load necessary libraries import pandas as pd import matplotlib.pyplot as plt # Load and visualize time series data data = pd.read_csv('your_time_series_data.csv') plt.figure(figsize=(10, 6)) plt.plot(data['Date'], data['Value']) plt.title('Time Series Data') plt.xlabel('Date') plt.ylabel('Value') plt.show()
Time Series Components:
# Decomposition of time series data from statsmodels.tsa.seasonal import seasonal_decompose result = seasonal_decompose(data['Value'], model='additive', period=12) result.plot() plt.show()
Statistical Properties of Time Series:
# Stationarity check using Augmented Dickey-Fuller test from statsmodels.tsa.stattools import adfuller result = adfuller(data['Value']) print('ADF Statistic:', result[0]) print('p-value:', result[1]) print('Critical Values:', result[4])
Week 2: Fundamentals of Vector Autoregression (VAR)
Introduction to VAR Model:
# Import VAR model from statsmodels from statsmodels.tsa.vector_ar.var_model import VAR # Create VAR model model = VAR(data)
Estimation and Interpretation:
# Fit the VAR model results = model.fit() # Summary of the VAR model print(results.summary())
Granger Causality and Lag Selection:
# Granger causality test from statsmodels.tsa.stattools import grangercausalitytests max_lag = 4 # maximum lag to test causality granger_test_result = grangercausalitytests(data, max_lag)
Week 3: Implementing VAR in Python
Building a VAR Model in Python:
# Implementing VAR model using statsmodels library model = VAR(data) results = model.fit(maxlags=4) # fitting the model with selected maximum lag
Visualization and Forecasting with VAR:
# Plotting results and visualizing time series forecasts results.plot_forecast(10)
Implementing Impulse Response Analysis:
# Impulse Response Analysis irf = results.irf(10) irf.plot(orth=False)
This breakdown provides code snippets for key concepts covered in the weekly plan. For the complete course, you would expand upon these snippets, incorporate explanations, provide datasets, and encourage students to apply these techniques to various time series datasets and financial data, ensuring they understand the theory and practical implementation of VAR models in Python.
2 months ago
A reflection of using kanban flow and being minimalist
Recent newsToday is the consecutive day I want to use and be consistent with the Kanban flow! It seems it's perfect to limit my parallel and easily distractedness.
read more2 months, 2 weeks ago
2 months, 2 weeks ago
Podcast Bapak Dimas 2 - pindahan rumah
Recent newsVlog kali ini adalah terkait pindahan rumah!
read more2 months, 2 weeks ago
Podcast Bapak Dimas - Bapaknya Jozio dan Kaziu - ep 1
Recent newsSeperti yang saya cerita kan sebelumnya, berikut adalah catatan pribadi VLOG kita! Bapak Dimas
read more2 months, 2 weeks ago
Happy new year 2024 and thank you 2023!
Recent newsAs the new year starts, I want to revisit what has happened in 2023.
read more2 months, 2 weeks ago
Some notes about python and Zen of Python
Recent newsExplore Python syntax
Python is a flexible programming language used in a wide range of fields, including software development, machine learning, and data analysis. Python is one of the most popular programming languages for data professionals, so getting familiar with its fundamental syntax and semantics will be useful for your future career. In this reading, you will learn about Python’s syntax and semantics, as well as where to find resources to further your learning.
4 months ago
Collaboratively administrate empowered markets via plug-and-play networks. Dynamically procrastinate B2C users after installed base benefits. Dramatically visualize customer directed convergence without