tag:blogger.com,1999:blog-5049613389055921243.post7938772185329770946..comments2024-03-05T16:42:05.992+05:30Comments on We think therefore we R: Forecasting stock returns using ARIMA model with exogenous variable in RShreyeshttp://www.blogger.com/profile/02952702110986035135noreply@blogger.comBlogger29125tag:blogger.com,1999:blog-5049613389055921243.post-56431039276995920922021-04-16T11:51:16.506+05:302021-04-16T11:51:16.506+05:30Thank you for this blog. That's all I can say....Thank you for this blog. That's all I can say. You most definitely have made this blog into something thats eye opening and important. You clearly know so much about the subject, you've covered so many bases. Great stuff from this part of the internet. Again, thank you for this blog. <a href="https://techealthinfo.com/health-food-stores-salt-lake-city-utah/" rel="nofollow">health food stores salt lake city utah</a><br />HealthCenterhttps://www.blogger.com/profile/11581270906780641151noreply@blogger.comtag:blogger.com,1999:blog-5049613389055921243.post-25992681096067300982021-04-13T12:52:48.794+05:302021-04-13T12:52:48.794+05:30Subsequently, after spending many hours on the int...Subsequently, after spending many hours on the internet at last We have uncovered an individual that definitely does know what they are discussing many thanks a great deal wonderful post. <a href="https://techealthinfo.com/austin-travis-county-mental-health-mental-retardation-center/" rel="nofollow">austin travis county mental health mental retardation center</a><br />Healthcarehttps://www.blogger.com/profile/17258148497249266626noreply@blogger.comtag:blogger.com,1999:blog-5049613389055921243.post-4443568310018981942020-10-29T20:07:35.463+05:302020-10-29T20:07:35.463+05:30First of all thanks for your nice article. I am us...First of all thanks for your nice article. I am using Forex VPS for long term. And I think if you love trading using Forex EA then you must have to use low latency <a href="https://knnit.com/why-forex-trader-should-use-forex-vps/" rel="nofollow">Cheap widnows VPS</a>. Before using Forex VPS just know about it properly and use it in proper ways.ForexVPShttps://www.blogger.com/profile/10115289422677710702noreply@blogger.comtag:blogger.com,1999:blog-5049613389055921243.post-38810318496523597302020-10-21T18:19:15.258+05:302020-10-21T18:19:15.258+05:30Cheap forex VPS provides the lowest latency, optim...<a href="http://www.forexcheapvps.com" rel="nofollow">Cheap forex VPS</a> provides the lowest latency, optimized server for trading execution,100% uptime guarantee. So head fast for VPS service in competitive market price. Richardsonhttps://www.forexcheapvps.com/noreply@blogger.comtag:blogger.com,1999:blog-5049613389055921243.post-88129090406917126092020-09-02T21:14:57.820+05:302020-09-02T21:14:57.820+05:30Important Article so far, and it is also important...Important Article so far, and it is also important to know that you can use <a href="https://bloggers.blob.core.windows.net/post/Forex-VPS.html" rel="nofollow">Free Forex VPS</a> for trading.ForexVPShttps://www.blogger.com/profile/10115289422677710702noreply@blogger.comtag:blogger.com,1999:blog-5049613389055921243.post-73861398961403978942020-08-10T19:23:50.103+05:302020-08-10T19:23:50.103+05:30Most valuable post and tips for forex user.
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...infy_ret <- 100 * diff(log(data$Close.Price))<br /><br /><br />after model how to convert 100 * diff(log) into original values Anonymoushttps://www.blogger.com/profile/16185935706642632032noreply@blogger.comtag:blogger.com,1999:blog-5049613389055921243.post-76504268412713411442017-07-17T16:03:45.492+05:302017-07-17T16:03:45.492+05:30Best Windows Forex VPS for EA Trading
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As I am new to stocks, just wanted to know...Hallo,<br /><br />As I am new to stocks, just wanted to know how to Analyse the data. ARIMA models helps us to predict but what for Analysis..?Anonymoushttps://www.blogger.com/profile/07243820891908419401noreply@blogger.comtag:blogger.com,1999:blog-5049613389055921243.post-68141174109202398272016-04-19T08:33:53.034+05:302016-04-19T08:33:53.034+05:30> arma <- forecast(fit, h = 25)
Error: could...> arma <- forecast(fit, h = 25)<br />Error: could not find function "forecast"<br /><br />"I am getting this error" .. can you please help me ??Anonymoushttps://www.blogger.com/profile/13046629909914265140noreply@blogger.comtag:blogger.com,1999:blog-5049613389055921243.post-50717708255396751992015-10-14T16:48:20.020+05:302015-10-14T16:48:20.020+05:30I have one question on that.....
Did you get the ...I have one question on that.....<br /><br />Did you get the parameter value for those dummy variables which you created which you create in fit2 Anonymoushttps://www.blogger.com/profile/08574436075146374347noreply@blogger.comtag:blogger.com,1999:blog-5049613389055921243.post-28668627036228284922015-07-09T21:21:49.730+05:302015-07-09T21:21:49.730+05:30Seriously, it great way of getting stock returns u...Seriously, it great way of getting stock returns using ARIMA model. I read post shared by you. You explained very well. I will certainly consider it. Thank you so much for informative post on stock!<br /><a href="http://www.colmexpro.com/platform/TRADING-PLATFORM" rel="nofollow"> best online trading platforms </a><br />Jackhttps://www.blogger.com/profile/12068876320485620659noreply@blogger.comtag:blogger.com,1999:blog-5049613389055921243.post-15418136412414271422014-11-04T10:13:49.367+05:302014-11-04T10:13:49.367+05:30how can we predict close price for future day i me...how can we predict close price for future day i mean for jan2014 to dec 2013Anonymousnoreply@blogger.comtag:blogger.com,1999:blog-5049613389055921243.post-70067526501081842102014-08-01T13:11:06.995+05:302014-08-01T13:11:06.995+05:30I think the confusion is arising because I have us...I think the confusion is arising because I have used the term "ARIMAX" loosely. What I have done in the second part of the post is just an ARIMA model with an exogenous variable which, I have wrongly, termed as "ARIMAX" regression in some parts of the post. ARIMAX regression is different ball game altogether.<br /><br />Thanks for pointing this out Patricia.Shreyeshttps://www.blogger.com/profile/02952702110986035135noreply@blogger.comtag:blogger.com,1999:blog-5049613389055921243.post-82744820326055403492014-07-31T14:42:37.599+05:302014-07-31T14:42:37.599+05:30I think that what you did in the second part of th...I think that what you did in the second part of the example is a regression with ARMA errors, not an ARMAX model. If you look at the ?arima help file in R, you can see in the details of the function this: "If an xreg term is included, a linear regression (with a constant term if include.mean is true and there is no differencing) is fitted with an ARMA model for the error term.", so if I understand well, you actually fitted a linear regression with an ARMA(2,2) on the errors. Patriciahttps://www.blogger.com/profile/05998356208316071863noreply@blogger.comtag:blogger.com,1999:blog-5049613389055921243.post-57480236382517215842014-06-24T13:31:59.967+05:302014-06-24T13:31:59.967+05:30I didn't know that deriving the stock tips is ...I didn't know that deriving the stock tips is such a complicated and tricky process.Intraday Commodity Tipshttp://www.stock-trading.in/blog/noreply@blogger.comtag:blogger.com,1999:blog-5049613389055921243.post-59358529759271500752014-05-21T12:37:31.133+05:302014-05-21T12:37:31.133+05:30exceptional article on," how forecasting on r...exceptional article on," how forecasting on return on stocks can be done with the use of ARIMA model???..." and consequently gaining best <a href="http://www.epicresearch.sg/" rel="nofollow">stock signals</a>.Anonymoushttps://www.blogger.com/profile/04799832774979747423noreply@blogger.comtag:blogger.com,1999:blog-5049613389055921243.post-236716436347637172014-04-29T12:48:28.627+05:302014-04-29T12:48:28.627+05:30If you can't subscribe to paid databases, you ...If you can't subscribe to paid databases, you can use yahoo finance to get the stock data and oanda for fx data.<br />http://www.r-bloggers.com/financial-data-accessible-from-r-part-iv/Anonymousnoreply@blogger.comtag:blogger.com,1999:blog-5049613389055921243.post-29423803929954670042014-03-25T03:27:17.557+05:302014-03-25T03:27:17.557+05:30Just want to point out: you can't fit a arma(n...Just want to point out: you can't fit a arma(n,n) model as it doesn't make any sense in any physical system. It has to be arma(n,m) with n>m (strictly), otherwise your results are spurious. Anonymoushttps://www.blogger.com/profile/01791354987001964993noreply@blogger.comtag:blogger.com,1999:blog-5049613389055921243.post-5835541696930644502014-03-01T23:45:12.126+05:302014-03-01T23:45:12.126+05:30This transformation is the "thumb rule" ...This transformation is the "thumb rule" transformation applied to non-stationary (I(1)) series to make them stationary. Log was simply taken to scale down the price values and the first difference was taken to remove the non-stationarity.<br /><br />Shreyeshttps://www.blogger.com/profile/02952702110986035135noreply@blogger.comtag:blogger.com,1999:blog-5049613389055921243.post-41166345922601343972014-03-01T10:00:34.591+05:302014-03-01T10:00:34.591+05:30How did you find the desired transformation requir...How did you find the desired transformation required before hand ?<br />Why have you opted for "infy_ret <- 100 * diff(log(data$Close.Price)) " ?Anonymousnoreply@blogger.com