Message-ID: <b1f16d9d0905211620y3b6c78c8s4d0f9cbaf3ca6d59@mail.gmail.com>
Date: 2009-05-21T23:20:56Z
From: Michael
Subject: hands-on model selection and statistical data analysis books in R?
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!