Publications by C. Alberto Dorantes Dosamantes, Ph.D.
Workshop 2 - Econometric Models
1 General directions for this Workshop You will work in RStudio. You can go to the RStudio web site and follow instructions to download the R software and the free version of RStudio. It is strongly recommended to have the latest version of R and RStudio. Once you are in RStudio, do the following. Create an R Notebook document (File -> New File -...
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Workshop 1 - Financial Programming
1 Learning objectives: Understand what a programming language is. Understand the way R manages data: what is an R object, and what are the main (atomic) data classes of R objects. Understand the basic R data structures such as vectors, matrices and data frames. 2 General directions for this Workshop You will work in RStudio. Create an R Notebo...
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Workshop 1 - Econometric Models
1 General directions for this Workshop You will work in RStudio. You can go to the RStudio web site and follow instructions to download the R software and the free version of RStudio. It is strongly recommended to have the latest version of R and RStudio. Once you are in RStudio, do the following. Create an R Notebook document (File -> New File -...
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Workshop 1 - Financial Econometrics II
1 General directions for this Workshop You will work in RStudio. Create an R Notebook document (File -> New File -> R Notebook), where you have to write whatever is asked in this workshop. Create an R Notebook document (File -> New File -> R Notebook), where you have to write whatever is asked in this workshop. More specifically, you have to: Re...
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Workshop 2 - Financial Programming
1 General directions for this Workshop You will work in RStudio. Create an R Notebook document to write whatever is asked in this workshop. You have to replicate all the steps explained in this workshop, and ALSO you have to do whatever is asked. Any QUESTION or any STEP you need to do will be written in CAPITAL LETTERS. For ANY QUESTION, you hav...
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Workshop 1 Solution - Financial Programming
1 Q DATA EXERCISE CREATE A DATA-FRAME WITH THE OPEN AND CLOSE PRICES FOR MICROSOFT STOCK (TSLA) FOR DEC 2021 AND JAN 2022 Name the columns as OPEN and CLOSE for the prices, and name the rows with the names of the months. You have to end up with a data frame with 2 rows and 2 columns. Hints: You can check the monthly prices of Microsoft in Yahoo ...
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Workshop 1 Solution - Econometric Models
1 Downloading and visualizing online financial data We start clearing our R environment: rm(list=ls()) # To avoid scientific notation for numbers: options(scipen=999) Now you have to load the package in memory by using the library() function: library(quantmod) Now, we will work with historical data of the market and the stocks we want to analy...
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Workshop 3 - Econometric Models
1 General directions for this Workshop You will work in RStudio. You can go to the RStudio web site and follow instructions to download the R software and the free version of RStudio. It is strongly recommended to have the latest version of R and RStudio. Once you are in RStudio, do the following. Create an R Notebook document (File -> New File -...
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Workshop 2 Solution - Financial Programming
1 Introduction In the following section I describe one or two approaches to solve the challenges of this workshop. Remember that these solutions are not the unique or the best solutions. You can use these solutions as guidelines to keep improving your programming skills. Remember that the only way to learn programming is PRACTICE, PRACTICE AND PR...
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Workshop 3 Solution - Financial Econometrics II
1 Hand-on activity We will work with an online dataset that contains sales data of different consumer products. The data was created using real products, but the names of the products were changed due to privacy issues. Download the excel file from a web site: download.file("http://www.apradie.com/ec2004/salesbrands3.xlsx", "salesbrands3.xlsx", m...
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