SEF-Blog: Signal Extraction and Forecasting

I just had a look at GDP and was slightly surprised by the fact that there is no `officialized' end of the recession in the US so far.

Recently I saw an interesting Blog-entry about `climatic issues'. I'd urge to read the entry as well as the comments (especially the comments). I did not read the cited references but I guess any reasonable human being should have a clear opinion as well as a straight conclusion on this comedy (I don't mean the "climatic issues"). It would be interesting to construct a measure of `academic decadence' by counting the number of publications which propose `counting the number of publications' as a relevant measure for the latent concept `science'.

I'm working since recently on various trading applications of the DFA. As it appears, the problem deserves own `customization'. I'd like to share here some fundamental - really fundamental - issues in a cryptic language: you won't be able to replicate results but you might be able to figure out what I'm talking about.

I'd like to share two addresses of Blogs which are infinitely inspiring to me:

http://www.tubecad.com/

http://www.goodsoundclub.com/

These guys develope strange worlds which are awaiting for mental absorption and they are in straight continuation of the Big-Bang (in case you hate Nietzsche go your way and ignore both recommendations). Their contents do not seem to be related to SEFblog, at first sight...

More on forecasting soon!

Double-dip fears are rising on the net. The USRI is far from confirming this. Let's have a look at the up-dated ECRI-WLI (weekly indicator).

The entry on W-DFA has been up-dated today (13.08.2010):

• I provide slightly improved R-code (the weighting function has been adjusted for nuisances).
• New graphs generated by the improved code (nothing fundamental changed: only details).
• New example based on a second order unit-root which is implemented in the improved R-code.

It's time to introduce a short nomenclature for the DFA. If you don't want to get confused  by future Blog-entries I'd suggest to have a look at this one!