GitHub - wenwangcode/Time-Series-for-SP-500-Prediction: Statistical forecasting study of short-term S&P 500 movements using ARIMA-family models and exponential smoothing. · GitHub

Name		Name	Last commit message	Last commit date
garch papers		garch papers
labStudy		labStudy
ARIMA_validation.png		ARIMA_validation.png
README.md		README.md
SP500daily.csv		SP500daily.csv
SP500daily.xls		SP500daily.xls
SP500janmar.csv		SP500janmar.csv
SP500validation.csv		SP500validation.csv
rscript.r		rscript.r
sp.ts_1diff.png		sp.ts_1diff.png
sp.ts_2diff.png		sp.ts_2diff.png
sp.ts_2diff_acf.png		sp.ts_2diff_acf.png
sp.ts_2diff_pacf.png		sp.ts_2diff_pacf.png
sp.ts_2diff_periodogram.png		sp.ts_2diff_periodogram.png
sp.ts_2diff_tsdiag.png		sp.ts_2diff_tsdiag.png
sp.ts_plot.png		sp.ts_plot.png

Repository files navigation

Analysis of S&P 500 from Jan 4rd, 2016 to March 24th, 2016

Google docs: https://docs.google.com/document/d/1hKxZYVIBYPlTBM9cwoquQ1wnAby523fKDRnUtoaEANw/edit?usp=sharing

About

Statistical forecasting study of short-term S&P 500 movements using ARIMA-family models and exponential smoothing.

0 stars

4 watching

Report repository

Releases

Packages

Contributors

Languages