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Issue 2023-W25 Highlights

R Weekly Highlights

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How to Forecast a Fixed Mortgage Rate

The author of the blog, Quantum Jitter, is based in the UK. He has an impressive resume, including 36 years at IBM in strategy and data science roles. And he's set out to forecast an average fixed five year mortgage rate. The post walks you through every step of his modeling process from interpolation, lagged effects and feature engineering.

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