QM002 Hands-on Lab

Change the rolling look-back length

This lab uses the same synthetic series as QM002 — Rolling vs Expanding Windows.

Start here

Run the 60-observation baseline, then try shorter and longer rolling windows.

Python

python labs/python/qm002_hands_on.py
python labs/python/qm002_hands_on.py --window 30
python labs/python/qm002_hands_on.py --window 120

R

Rscript labs/r/qm002_hands_on.R 60
Rscript labs/r/qm002_hands_on.R 30
Rscript labs/r/qm002_hands_on.R 120

Focus on the trade-off rather than searching for a single preferred number: a shorter window forgets old observations sooner but estimates the model from less data.