Has anyone read the book:Market Risk Modelling: Applied Statistical Methods for Practitioners (Hardcover) by Nigel Da Costa Lewis ?Please tell us what you think about it.

<t>Hi The theorist,Sorry for replying late. I was very busy.The argument of x = 4.6 has been posted by me (Msccube) on Aug 02, 06. I repeated part of my post here.What happens if the runner does not change his course at the first time that the swimmer changes his direction. That is the runner not bu...

HiI am very busy for the time being. Please give me sometime and I will reply to you later.It will need to write a long article to illustrate the point. Your arguments have some problem. I will explain in my reply later.Msccube

<t>QuoteOriginally posted by: TheTheoristI do not know how you get this number 4.6 (I never got to know since the time it was quoted early on, in this thread)Since my argument has been that R is forced to run 'behind' (ie, same angular direction as) S, and if S changes his direction and comes head-o...

<t>QuoteOriginally posted by: TheTheoristQuoteit depends on when R discovers that he is fooled, i.e when he finds out chasing on course is the best.Like I said in my previous post, irrespective of whether R (or C) knows S's max speed (and hence knowing when R crosses the critical circle), R should n...

<t>Hi The Theorist,Oh I see there is also a point missing. My answer to this problem is "no definite answer to the min speed of R" as it depends on when R discoversthat he is fooled, i.e when he finds out chasing on course is the best. It also depends on the angle of the ziz-zag pattern S takes.All ...

<t>As I said before, when the swimmer changes his direction in his ziz-zag way, the runner must answer an importantquestion ---- what is his max speed? If the runner continues his running direction, the runner will be required to runa longer distance after the swimmer changes his direction. What hap...

Not necessary.The swimmer has no obligation to swim at his max speed. He can swim at non constant speed to foolthe runner. The runner must take the risk if he does not change direction. That is to bet whether it is the max speed of the swimmer, which he does not know.

<t>Actually, I have used the concept of economics rather than math to solve this problem.The runner is forced to change his running direction because he does not know the swimmer's max speed.It is the economics asymmetry information flow.When the runner finds out the swimmer's max speed or the swimm...

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<t>The error bar is very large in time series forecasting. If it is accurate, everyone can get money by predicating the stock market.Different method gives different answer. I forget what I have used…ARMA(?,?)….Sorry. I just run computer and answered your question. My time direction is opposite of y...

Sorry, I don't know.S-plus is very close to R. You may find something useful in that S-plus book.I am not a Bill Gate supporter either.

P J Brockwell and R A Davis, Introduction to Time Series and Forecasting is quite good. It comes with free ITSM software.

Hi,There are quite a lot of software can do the job, like R, S-plus or ITSM.A good book: Zivot and Wang Modeling Financial Time Series with S-PlusMsccube

0.10961 Using time series forecasting.