Notice: ARIMA Sector Report Revisions

Just a minor note for the observant---I'm reprinting and reposting the ARIMA sector reports since March 12.  I was using ggplot2 as my graphics package (in R), which changed the way it formatted dates in a recent upgrade.  Since March, this meant the ARIMA forecast plots had the date format "2012-03-12" rather than simply listing full months by name, such as "March."  Past data was rerun, so everything else is identical, but the format of the date axis has been updated to the original, monthly format for purely aesthetic reasons.

Announcing: the ARIMA sector forecast report series is live

For several months now, I've been putting together an automated econometric forecasting platform.  Using a simple ARIMA model, I've created a forecast for stock sectors to inform my own short-term option trades.  Despite being a statistical model, rather than a foundational one about informationally poor stocks, I found it useful for my purposes---though I make no promises about yours---and developed this infrastructure in order to share it online.  Even if you're not interested in stock market movements, the further utility of the platform is as a demonstration of the capabilities of reports automation: this platform runs an analysis every day, makes forecasts, charts, typesets instructions and accompanying advertizements, and publishes them to PDF and in an animated gallery online.  This is an analysis that once automated, never again needs human intervention.  That's a powerful thing, especially in how it frees this human to solve new problems.

Here it is:  And here is where to sign up for the newsletter providing coverage.

Full text of the S&P report for the US credit downgrade, AA+

Searching for this report, I found more meta-coverage than links to the source.  Below is the full text of the document itself, and the decision rendered by S&P in the downgrade, titled "Research Update: United States of America Long-Term Rating Lowered To 'AA+' On Political Risks And Rising Debt Burden; Outlook Negative."  Reposted directly from S&P.

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