{"id":586,"date":"2018-09-25T15:47:13","date_gmt":"2018-09-25T17:47:13","guid":{"rendered":"http:\/\/web.vu.lt\/mif\/a.buteikis\/?p=586"},"modified":"2018-12-12T23:03:09","modified_gmt":"2018-12-13T01:03:09","slug":"586","status":"publish","type":"post","link":"http:\/\/web.vu.lt\/mif\/a.buteikis\/2018\/09\/25\/586\/","title":{"rendered":"[2018] Rudens semestras"},"content":{"rendered":"<h1>Prane\u0161imai:<\/h1>\n<p><span style=\"color: #ff0000;\">Vertinimai paskelbti.<br \/>\n<\/span><\/p>\n<h1>Vertinimai:<\/h1>\n<p>[<a href=\"http:\/\/web.vu.lt\/mif\/a.buteikis\/wp-content\/uploads\/2018\/10\/FE_RESULTS_2018.pdf\">VERTINIMAI_2018<\/a>]<\/p>\n<h1>Reikalavimai nam\u0173 darb\u0173 sprendimams<\/h1>\n<p>U\u017eduo\u010di\u0173 sprendim\u0173 ataskaitas si\u0173sti: <em>andrius.buteikis@mif.vu.lt<\/em><\/p>\n<p>U\u017eduo\u010di\u0173 sprendimai turi b\u016bti atsi\u0173sti <strong>dvejais formatais<\/strong>:<\/p>\n<ul>\n<li>Ataskaita <em>.pdf<\/em> formatu.<\/li>\n<li>Ataskaitos <em>*.R<\/em> arba <em>*.Rmd<\/em> (RMarkdown) failas. Faile turi b\u016bti pateikiami komentarai, kad b\u016bt\u0173 ai\u0161ku, koks kodas ir kur naudojamas. Kode taip pat gali b\u016bti pateikiamos i\u0161vados ir komentarai. Tuo atveju, jei u\u017eduotis atliekama su RMarkdown &#8211; <em>*.Rmd<\/em> failas turi susikompiliuotas \u012f pateiktosios ataskaitos *<em>.pdf<\/em> fail\u0105. Jeigu pateikiamas <em>*.R<\/em> failas, jo strukt\u016bra gal\u0117t\u0173 b\u016bti pvz.:<code><\/code><code><\/code><code><\/code><code><\/code><code><\/code>\n<ul>\n<li style=\"text-align: left;\"><code><br \/>\n## U\u017eduotis 9.8<br \/>\n&lt;Kodas duomen\u0173 u\u017ekrovimui&gt;<br \/>\n### (a)<br \/>\n&lt;Kodas (9.8) u\u017eduoties (a) dalies sprendimui&gt;<br \/>\n### (b)<br \/>\n&lt;Kodas (9.8) u\u017eduoties (b) dalies sprendimui&gt;<br \/>\n## U\u017eduotis 9.9<br \/>\n&lt;Kodas duomen\u0173 u\u017ekrovimui&gt;<br \/>\nir t.t.<br \/>\n<\/code><\/li>\n<\/ul>\n<\/li>\n<li>Ataskaitos gali b\u016bti angl\u0173 arba lietuvi\u0173 kalba.<\/li>\n<\/ul>\n<hr \/>\n<hr \/>\n<hr \/>\n<h1>Nam\u0173 darbai<\/h1>\n<ul>\n<li>Sudaro 40% kaupiamojo balo.<\/li>\n<li>U\u017eduotys i\u0161: <em>Tsay, R.S. (2010)<\/em> &#8220;<strong>Analysis of Financial Time Series. 3rd Edition<\/strong>&#8220;, John Wiley &amp; Sons, Hoboken. Atkreiptike d\u0117mes\u012f, kad u\u017eduotys turi b\u016bti i\u0161 <strong>tre\u010diojo leidimo<\/strong>.<\/li>\n<li>Duomenis galima rasti: <a href=\"http:\/\/faculty.chicagobooth.edu\/ruey.tsay\/teaching\/fts3\/\">http:\/\/faculty.chicagobooth.edu\/ruey.tsay\/teaching\/fts3\/<\/a><\/li>\n<\/ul>\n<hr \/>\n<h2>Nam\u0173 darbai\u00a0 Nr. 1<\/h2>\n<p>U\u017eduotys:<strong> (1.1), (1.2), (1.3)<\/strong>.<\/p>\n<p><strong>(1.1) U\u017eduotis<\/strong>: failas &#8220;<i>d-3stocks9908.txt<\/i>&#8220;:<code><br \/>\nP11 &lt;- read.table(\"<a href=\"http:\/\/faculty.chicagobooth.edu\/ruey.tsay\/teaching\/fts3\/d-3stocks9908.txt\">http:\/\/faculty.<wbr \/>chicagobooth.edu\/ruey.tsay\/<wbr \/>teaching\/fts3\/d-3stocks9908.<wbr \/>txt<\/a>\", as.is = TRUE, header = TRUE)<br \/>\n<\/code><br \/>\n<strong>(1.2) U\u017eduotis<\/strong>: failas &#8220;<i>m-gm3dx7508.txt<\/i>&#8220;:<code><br \/>\nP12 &lt;- read.table(\"<a href=\"http:\/\/faculty.chicagobooth.edu\/ruey.tsay\/teaching\/fts3\/m-gm3dx7508.txt\">http:\/\/faculty.<wbr \/>chicagobooth.edu\/ruey.tsay\/<wbr \/>teaching\/fts3\/m-gm3dx7508.txt<\/a>\", as.is = TRUE, header = TRUE)<br \/>\n<\/code><\/p>\n<div><strong>(1.3) U\u017eduotis:<\/strong> failas tas pats kaip ir <strong>(1.2)<\/strong>.<code><br \/>\nP13 &lt;- P12<br \/>\n<\/code><\/div>\n<hr \/>\n<h2>Nam\u0173 darbai\u00a0 Nr. 2 (atsi\u0173sti iki 2018-10-04 23:59)<\/h2>\n<div>\n<p>U\u017eduotys: <strong>(2.4); (2.5) + i\u0161nagrin\u0117ti |r_t|, (r_t)^2 koreliacijas bei Teiloro Efekt\u0105; (2.10)<\/strong><\/p>\n<p><strong>(2.4) U\u017eduotis<\/strong>: failas &#8220;<i>m-deciles08.txt<\/i>&#8220;:<code><br \/>\nP21 &lt;- read.table(\"<a href=\"http:\/\/faculty.chicagobooth.edu\/ruey.tsay\/teaching\/fts3\/m-deciles08.txt\">http:\/\/faculty.<wbr \/>chicagobooth.edu\/ruey.tsay\/<wbr \/>teaching\/fts3\/m-deciles08.txt<\/a>\", as.is = TRUE, header = TRUE)<br \/>\n<\/code><br \/>\n<strong>(2.5) U\u017eduotis<\/strong>: failas &#8220;<em>d-ibm3dx7008.txt<\/em>&#8220;:<code><br \/>\nP22 &lt;- read.table(\"<a href=\"http:\/\/faculty.chicagobooth.edu\/ruey.tsay\/teaching\/fts3\/d-ibm3dx7008.txt\">http:\/\/faculty.<wbr \/>chicagobooth.edu\/ruey.tsay\/<wbr \/>teaching\/fts3\/d-ibm3dx7008.txt<\/a>\", as.is = TRUE, header = TRUE)<\/code><\/p>\n<p><strong>+<\/strong> <strong>Papildomai i\u0161tirti:<\/strong> |r_t| ir (r_t)^2 koreliacijas ir Taylor&#8217;o efekt\u0105.<\/p>\n<div><strong>(2.10) U\u017eduotis:<\/strong> failai &#8220;<em>w-Aaa.txt<\/em>&#8221; ir &#8220;<em>w-Baa.txt<\/em>&#8220;: <code><br \/>\nP23A &lt;- read.table(\"<a href=\"http:\/\/faculty.chicagobooth.edu\/ruey.tsay\/teaching\/fts3\/w-Aaa.txt\">http:\/\/faculty.chicagobooth.edu\/ruey.tsay\/teaching\/fts3\/w-Aaa.txt<\/a>\", as.is = TRUE, header = FALSE)<\/code><\/div>\n<div><code>P23B &lt;- read.table(\"<a href=\"http:\/\/faculty.chicagobooth.edu\/ruey.tsay\/teaching\/fts3\/w-Baa.txt\">http:\/\/faculty.chicagobooth.edu\/ruey.tsay\/teaching\/fts3\/w-Baa.txt<\/a>\", as.is = TRUE, header = FALSE)<\/code><\/div>\n<\/div>\n<hr \/>\n<h2>Nam\u0173 darbai\u00a0 Nr. 3 (atsi\u0173sti iki 2018-10-18 23:59)<\/h2>\n<p>U\u017eduotys: <strong>(3.5); (3.6); (3.12)<\/strong>.<\/p>\n<p><strong>(3.5) U\u017eduotis<\/strong>: failas &#8220;<i>m-intc7308.txt<\/i>&#8220;:<code><br \/>\nP31 &lt;- read.table(\"<a href=\"http:\/\/faculty.chicagobooth.edu\/ruey.tsay\/teaching\/fts3\/m-intc7308.txt\">http:\/\/faculty.<wbr \/>chicagobooth.edu\/ruey.tsay\/<wbr \/>teaching\/fts3\/m-intc7308.txt<\/a>\", as.is = TRUE, header = TRUE)<\/code><\/p>\n<p><strong>(3.6) U\u017eduotis<\/strong>: failas &#8220;<i>m-mrk4608.txt<\/i>&#8220;:<code><br \/>\nP32 &lt;- read.table(\"<a href=\"http:\/\/faculty.chicagobooth.edu\/ruey.tsay\/teaching\/fts3\/m-mrk4608.txt\">http:\/\/faculty.<wbr \/>chicagobooth.edu\/ruey.tsay\/<wbr \/>teaching\/fts3\/m-mrk4608.txt<\/a>\", as.is = TRUE, header = TRUE)<\/code><\/p>\n<p><strong>(3.12) U\u017eduotis<\/strong>: failas &#8220;<i>d-gmsp9908.txt<\/i>&#8220;:<code><br \/>\nP33 &lt;- read.table(\"<a href=\"http:\/\/faculty.chicagobooth.edu\/ruey.tsay\/teaching\/fts3\/d-gmsp9908.txt\">http:\/\/faculty.<wbr \/>chicagobooth.edu\/ruey.tsay\/<wbr \/>teaching\/fts3\/d-gmsp9908.txt<\/a>\", as.is = TRUE, header = TRUE)<\/code><\/p>\n<hr \/>\n<h2>Nam\u0173 darbai\u00a0 Nr. 4 (atsi\u0173sti iki 2018-11-08 23:59)<\/h2>\n<p>U\u017eduotys: <strong>(3.8); (4.1); (4.2)<\/strong>.<\/p>\n<p><strong>(3.8) U\u017eduotis<\/strong>: failas &#8220;<em>m-gmsp5008.txt<\/em>&#8220;:<code><br \/>\nP41 &lt;- read.table(\"<a href=\"http:\/\/faculty.chicagobooth.edu\/ruey.tsay\/teaching\/fts3\/m-gmsp5008.txt\">http:\/\/faculty.chicagobooth.edu\/ruey.tsay\/teaching\/fts3\/m-gmsp5008.txt<\/a>\", as.is = TRUE, header = TRUE)<\/code><\/p>\n<p><strong>(4.1) U\u017eduotis<\/strong>: failas &#8220;<em>d-jnj9808.txt<\/em>&#8220;:<code><br \/>\nP42 &lt;- read.table(\"<a href=\"http:\/\/faculty.chicagobooth.edu\/ruey.tsay\/teaching\/fts3\/d-jnj9808.txt\">http:\/\/faculty.chicagobooth.edu\/ruey.tsay\/teaching\/fts3\/d-jnj9808.txt<\/a>\", as.is = TRUE, header = TRUE)<\/code><\/p>\n<p><strong>(4.2) U\u017eduotis<\/strong>: failas &#8220;<em>m-ge2608.txt<\/em>&#8220;:<code><br \/>\nP43 &lt;- read.table(\"<a href=\"http:\/\/faculty.chicagobooth.edu\/ruey.tsay\/teaching\/fts3\/m-ge2608.txt\">http:\/\/faculty.<wbr \/>chicagobooth.edu\/ruey.tsay\/<wbr \/>teaching\/fts3\/m-ge2608.txt<\/a>\", as.is = TRUE, header = TRUE)<\/code><\/p>\n<hr \/>\n<hr \/>\n<hr \/>\n<div><\/div>\n","protected":false},"excerpt":{"rendered":"<p>Prane\u0161imai: Vertinimai paskelbti. Vertinimai: [VERTINIMAI_2018] Reikalavimai nam\u0173 darb\u0173 sprendimams U\u017eduo\u010di\u0173 sprendim\u0173 ataskaitas si\u0173sti: andrius.buteikis@mif.vu.lt U\u017eduo\u010di\u0173 sprendimai turi b\u016bti atsi\u0173sti dvejais formatais: Ataskaita .pdf formatu. Ataskaitos *.R arba *.Rmd (RMarkdown) failas. Faile turi b\u016bti pateikiami komentarai, kad b\u016bt\u0173 ai\u0161ku, koks kodas ir kur naudojamas. Kode taip pat gali b\u016bti pateikiamos i\u0161vados ir komentarai. Tuo atveju, jei [&hellip;]<\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"closed","ping_status":"closed","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[16],"tags":[],"class_list":["post-586","post","type-post","status-publish","format-standard","hentry","category-financial-econometrics-modeling"],"_links":{"self":[{"href":"http:\/\/web.vu.lt\/mif\/a.buteikis\/wp-json\/wp\/v2\/posts\/586","targetHints":{"allow":["GET"]}}],"collection":[{"href":"http:\/\/web.vu.lt\/mif\/a.buteikis\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"http:\/\/web.vu.lt\/mif\/a.buteikis\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"http:\/\/web.vu.lt\/mif\/a.buteikis\/wp-json\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"http:\/\/web.vu.lt\/mif\/a.buteikis\/wp-json\/wp\/v2\/comments?post=586"}],"version-history":[{"count":55,"href":"http:\/\/web.vu.lt\/mif\/a.buteikis\/wp-json\/wp\/v2\/posts\/586\/revisions"}],"predecessor-version":[{"id":746,"href":"http:\/\/web.vu.lt\/mif\/a.buteikis\/wp-json\/wp\/v2\/posts\/586\/revisions\/746"}],"wp:attachment":[{"href":"http:\/\/web.vu.lt\/mif\/a.buteikis\/wp-json\/wp\/v2\/media?parent=586"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"http:\/\/web.vu.lt\/mif\/a.buteikis\/wp-json\/wp\/v2\/categories?post=586"},{"taxonomy":"post_tag","embeddable":true,"href":"http:\/\/web.vu.lt\/mif\/a.buteikis\/wp-json\/wp\/v2\/tags?post=586"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}