Stock Forecast miniApp Presentation

Tue May 19 21:57:16 2015

The App!

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Historical View

time series starts 2012-01-03

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  • The financial information is taken from yahoo.
  • Where missing values existed in the data they have been replaced with the most recent existing price.
  • The plot shown is from the start of 2012 until yesterday.

Forecast View

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The forecast view is constructed using the auto.arima() function which selects the best autoregressive integrated moving average (ARIMA) model to the timeseries

Timeseries Decomposition

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  • The time series decomposition shows the data broken down into 3 seperate components: Seasonal, trend and irregular using moving averages.
  • The time series decomposition requires at least 3 years worth of data to calculate.