[R-SIG-Finance] hands-on model selection and statistical data analysis books in R?

Michael comtech.usa at gmail.com
Fri May 22 01:20:56 CEST 2009

Hi all,

I am fitting a model to time series of intra-day financial data.

Could anybody point me to some hands-on books about model selection,
model specification test, goodness-of-fit test, feature selection and
statistical time series data analysis? I am looking not for
theoretical or math books, but for guided lab type of books, so that I
could realistically know how to choose the best model, while without
the overfitting. Hopefully it's in R.


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