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Live demo event: How to automatically best fit R model and implement ARIMA, AR(p,q) ARMA autoregressive simulation against a time series

(Last Updated On: October 23, 2012)

Live demo event: How to automatically best fit R model and implement ARIMA, AR(p,q) ARMA autoregressive simulation against a time series

For tonite Oct 23 at 7pm EST

This is pretty well our first compete end to end R script strategy that includes real world market data capture, parallelizing processes with a complete model with plotting. As ARIMA is one of the most popular forecasting model types out there, I look at the various types of parameters used in auto-regression with p (AR)and q (moving average) parameters. I also show a custom function that can be used to auto fit this including parallelizing. It is important when to test for a stationary time series and when to differentiate it. I also show which R package to use to run an ARIMA processed simulation with proper prediction. End result plots are also generated.

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Get access here right away for this live event here!!  Many more are coming!

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

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