# Basic Time-Series Analysis: Model Choice Cookbook

This post is the sixth and final in a series explaining Basic Time Series Analysis. Click the link to check out the first post which focused on stationarity versus non-stationarity, and to find a list of other topics covered. As a reminder, this post is intended to be a very applied example of how…

# Basic Time-Series Analysis: A Drunk and Her Dog Explain Cointegration and the VECM Model

Dogs Image By Peter Wadsworth (Flickr) [CC BY 2.0], via Wikimedia Commons This post is the fifth in a series explaining Basic Time Series Analysis. Click the link to check out the first post which focused on stationarity versus non-stationarity, and to find a list of other topics covered. As a reminder, this post is…

# Basic Time-Series Analysis: The VAR Model Explained

This post is the third in a series explaining Basic Time Series Analysis. Click the link to check out the first post which focused on stationarity versus non-stationarity, and to find a list of other topics covered. As a reminder, this post is intended to be a very applied example of how use certain…

# Basic Time-Series Analysis: Modeling Volatility (GARCH)

This post is the third in a series explaining Basic Time Series Analysis. Click the link to check out the first post which focused on stationarity versus non-stationarity, and to find a list of other topics covered. As a reminder, this post is intended to be a very applied example of how use certain tests…

# Basic Time-Series Analysis, Single Equation Models (ARIMA)

This post is the second in a series explaining Basic Time Series Analysis. Click the link to check out the first post which focused on stationarity versus non-stationarity, and to find a list of other topics covered. As a reminder, this post is intended to be a very applied example of how use certain tests…

# Basic Time-Series Analysis, the Game

Update: Posts in this series Introduction and Stationary versus Unit Roots (this post) Single Equation Models, ARIMA Single Equation Models, GARCH Multiple Equation Models, VAR Multiple Equation Models, Cointegration and VECM Roadmap: Which Model for your Project (coming soon) When graduate students approach me hoping to start research in price analysis, they usually have to…

# Research Communication Strategy

I've been inspired by all the live-tweeting of really interesting work at the #ASSA2018 meetings today. Examples here, here, and here. That makes it a good day to post a game-plan for pre-publication research communication that I have been kicking around. A main motivation I have for starting a blog is to communicate more and…

# In-Person Versus Online Commodity Price Analysis Class

This semester in my Commodity Price Analysis class, I conducted an experiment. I delivered the class in person as I have done in the past, but I also provided all the content online through a web-based textbook, and YouTube videos. The first day of class I invited students who preferred online classes to treat…

# What to expect when Bitcoin Futures Start Trading Tonight: Cash and Carry Arbitrage

[mathjax]   Bitcoin futures (XBT) start trading tonight at 5pm CST on the CBOE. CME Group will launch a bitcoin futures contract next week on December 18, 2017. Source: CBOE The launch of futures contracts for bitcoin is highly anticipated since the cryptocurrency has gained over 1500% this year alone. Before the launch of futures…

# Check out my Apps for Commodities and Finance

Check out my Apps for Commodities and Finance: Sometimes you just want to visualize the curve. I also calculate the current calendar spread percent of financial full carry. Plus, watch for my upcoming post titled, "What to expect when Bitcoin Futures Start Trading." Both the CBOE and the CMEGroup are about to launch bitcoin…