Hi all, I am fitting a model to time series of intra-day financial data.
Could anybody point me to some hands-on books about model selection, model specification test, goodness-of-fit test, feature selection and statistical time series data analysis? I am looking not for theoretical or math books, but for guided lab type of books, so that I could realistically know how to choose the best model, while without the overfitting. Hopefully it's in R. Thanks! ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
