Ahead of the Curve

Ahead of the Curve provides you with analysis and insight into today's global financial markets. The latest news and views from global stock, bond, commodity and FOREX markets are discussed.

Showing posts with label time series. Show all posts
Showing posts with label time series. Show all posts
Thursday, 14 January 2021

Forecasting the S & P 500 - A Time Series Approach

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 Using time-series data from 2015-2020, a forecast is made for the first 10 weeks of 2021. An Arima 2,1,2 model is fit using Gretl. Results ...
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