In statistics, a mathematical method of modeling the relationships among three or more variables. It is used to predict the value of one variable given the values of the others. For example, a model ...

If you have experience with R or want a quick way to generate a regression with statsmodels using a pandas DataFrame, you can ...

Years ago, our firm employed a junior investment analyst who left us for supposedly greener pastures. In his exit interview, he told me he was leaving in part because he was great at picking ...

A simple one-period-ahead and multiperiod-ahead prediction procedure for multivariate time series is suggested, based on the canonical correlation technique. The prediction procedure is direct in the ...

The American Statistician strives to publish articles of general interest to the statistical profession on topics that are important for a broad group of statisticians, and ordinarily not highly ...

Successful investing requires the ability to distinguish long-term trends from the short-term noise that moves stock prices on a minute-to-minute basis. One way to tune out the random oscillations and ...