50 days ago (here), I was supposed to be very optimistic about the probability that I could reach a million viewed pages on that blog (over a bit more than two years). Unfortunately, the wind has changed and today, the probability is quite low…
base=read.table("millionb.csv",sep=";",header=TRUE) X1=cumsum(base$nombre) base=read.table("million2b.csv",sep=";",header=TRUE) X2=cumsum(base$nombre) X=X1+X2 D=as.Date(as.character(base$date),"%m/%d/%Y") kt=which(D==as.Date("01/06/2010","%d/%m/%Y")) D0=as.Date("08/11/2008","%d/%m/%Y") D=D0+1:length(X1) P=rep(NA,(length(X)-kt)+1) for(h in 0:(length(X)-kt)){ model <- arima(X[1:(kt+h)],c(7 1,7),method="CSS") forecast <- predict(model,200) u=max(D[1:kt+h])+1:300 k=which(u==as.Date("01/01/2011","%d/%m/%Y")) (P[h+1]=1-pnorm(1000000,forecast$pred[k],forecast$se[k])) } plot( D[length(D)-length(P)]+1:220,c(P,rep(NA,220-length(P))), ylab="Probability to reach 1,000,000",xlab="", type="l",col="red",ylim=c(0,1))
So, I guess my posts on multiple internal rates of return, or Young’s inequality will have to wait next year… I really need to find some more sexy post to attract readers.. Challenge accepted !
Même si nous n’avons pas l’accord de l’Institut des Actuaires pour délivrer le titre d’actuaire, le Master Statistique & Econométrie offre une formation poussée en méthodologie statistique et économétrique, avec 2 gros cours d’assurance… ce qui devrait intéresser les compagnies et mutuelles d’assurance. En tous cas la demande est là semble-t-il. Moralité,