Resources

Andre Derain - The Dance watercolour 1906

Link per accedere alle slides: https://docs.google.com/presentation/d/1j8d1jYuc_UW6y3HrOgwZRo37aALiFO2uPc0e1NjPBx4/edit?usp=sharing

oppure scansione il QR code qui sotto:

Software (R functions)

This R script, developed for the paper "A Spatial-Filtering Zero-Inflated Approach to the Estimation of the Gravity Model of Trade" (Econometrics, 2018), performs a backward stepwise selection for spatial filters in zero inflated gravity models for trade, that is based on robust (sandwich) p-values and does not require likelihood-based indicators.

The developed function is called be.zeroinfl.filt.full.adj1, because it is a development of the fuction be.zeroinfl in pscl

Function VARX in MTS package (R) allows the estimation of a Vector AutoRegressive with eXogenous covariates (VARX) model.

Function VARXpred allows to predict out-of-sample values according to the model estimated with VARX.

However, functionVARXpred does not work when the AR order of the VARX model is 0. It may happens that one is intersted on estimating a VARX model with no AR lag terms. Infact, one may find that AIC does not decrease by including AR lag terms, or one may be interested in manually including different lag terms (e.g. when the time series present a complex seasonality).

I developed a modified version of VARXpred (called VARXpredarzero) that allows to make prediction even if AR order is zero.

This R script, called WDistCutOff, takes as input a square distance weight matrix and it replaces the values of the matrix to zero if the distance is below a certain (specified by the user) cut-off, with the constraint that at least a specified number (by the user) of values by row and by column must be different from zero

Video

Tutorial showing how to visualize spatio-temporal movements of basketball players within the court using gvisMotionChart function in googleVis, R Package. 

Material associated to the publication:

Metulini, R. (2017), Spatio-Temporal Movements in Team Sports: A Visualization approach using Motion Charts. Electronic Journal of Applied Statistical Analysis. Vol 10, No 3. doi: 10.1285/i20705948v10n3p809

Laboratorio di GeoStatistica (progetto alternanza scuola-lavoro PCTO) - A.A. 2020/21