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.
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!