Video on forecasting with Holt Winters with time series analysis by using ACF, SSE, alpha, beta, gamma, Ljung-Box, detrending decomposing

(Last Updated On: September 11, 2012)

Video on forecasting with Holt Winters with time series analysis by using ACF, SSE, alpha, beta, gamma, Ljung-Box, detrending decomposing

This video is for my Premium Membership which includes:

I put together a complete check list from a good source URL which is listed at the top of the source file.  This use Holt Winter forecasting. It includes checking for

decomposing or detrending seasonal data in time series

using Exponential Smoothing

plotting forecasts and using autocorrelation function (acf)

using Summary of Statistical Error (SSE), Ljung-Box test, residuals, alpha, beta, and gamma

plot distribution of forecasts

There is also an R script for this as well.

Get access now to this video and the R script. If you are new to all this including ARIMA and Holt Winter, this is a decent way to learn.

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About caustic

Hi i there My name is Bryan Downing. I am part of a company called QuantLabs.Net This is specifically a company with a high profile blog about technology, trading, financial, investment, quant, etc. It posts things on how to do job interviews with large companies like Morgan Stanley, Bloomberg, Citibank, and IBM. It also posts different unique tips and tricks on Java, C++, or C programming. It posts about different techniques in learning about Matlab and building models or strategies. There is a lot here if you are into venturing into the financial world like quant or technical analysis. It also discusses the future generation of trading and programming Specialties: C++, Java, C#, Matlab, quant, models, strategies, technical analysis, linux, windows P.S. I have been known to be the worst typist. Do not be offended by it as I like to bang stuff out and put priorty of what I do over typing. Maybe one day I can get a full time copy editor to help out. Do note I prefer videos as they are much easier to produce so check out my many video at youtube.com/quantlabs