Assignment 4. Resources.

Locations for the neural net software (get the file VRliba.exe):
Carnegie Mellon
Oxford

The question. (Part 1)

The data.

Code for logistic regression. You can modify parts of this code to fit other models.

Code for out of sample prediction in neural networks. Courtesy of Nick Zinn. (Just read the whole function into S-Plus).

An example for the neural net command. Play around with this one to fit other neural networks.

An example for the time series problem.

Key S-Plus command for time series analysis.

rts                Makes a regular time series object
ts.plot            plots a time series
diff               differences a series 
acf                finds the autocorrelation function 
arima.mle          fits an arima model
arima.diag         finds diagnstics for the arima model
arima.forecast     forecasts from an arima model