[SciPy-dev] GSoC: Time Series Analysis

Mateusz Haligowski halish@kofeina....
Tue Apr 8 04:58:08 CDT 2008


2008/4/8, Robert Kern <robert.kern@gmail.com>:
>
> On Mon, Apr 7, 2008 at 8:18 PM, Alan G Isaac <aisaac@american.edu> wrote:
> > On Mon, 7 Apr 2008, Robert Kern apparently wrote:
> >  > Rather, as a volunteer mentor for the PSF, you along with
> >  > all of the other PSF volunteer mentors, will collaborate
> >  > to select projects. The SciPy project itself does not
> >  > select any projects except through various volunteer
> >  > mentors being who choose to be involved in the PSF's
> >  > process.
> >
> >  Thanks for that clarification, which matches what
> >  I partially deduced from the discussions.
> >
> >  I find the process a bit odd, it that the SciPy project has
> >  no formal voice as a project but rather only through the
> >  participating mentors.
>
>
> We were asked by Google to go through the PSF just like we have in
> previous years.
>
>
> --
> Robert Kern
>
> "I have come to believe that the whole world is an enigma, a harmless
> enigma that is made terrible by our own mad attempt to interpret it as
> though it had an underlying truth."
>   -- Umberto Eco
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>
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>

Robert:
1. By using EViews, I meant comparing results, as well as finding some new
ideas in there. Personally, I use gretl (http://gretl.sourceforge.net), but
I was told EViews has wonderful time series capabilities.

Alan:
1. So, can we confirm that in case the project is selected by PSF, Alan
Isaac is my mentor? That's what I meant by the statement "agreed to
volunteer as a mentor".

2. I included the tests I had come across during my studies. Having done
further search, I found the KPSS stationarity test and Leybourne-McCabe
test. Ufortunately, I don't have enough resources for them - I'll get more
as soon as I get the Hamilton's book from Amazon (which can take up to 2
weeks). Are these tests fine?

3. What do you mean by background to the code I've written? I have made some
examples on how to use NumPy (arrays manipulation), an optimization code
which I used at my university and some rather easy statistical analysis of a
stock prices (ie. descriptive analysis + CAPM and Sharpe's model for beta
coefficient). I don't use SciPy everyday as my university requires gretl and
no other statistical software is allowed to make econometric analysis. I am
looking forward to making my research with SciPy.

Regards,
Mateusz Haligowski
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