2.3 Consider the daily closing IBM stock prices (data set ibmclose). (a) Produce some plots of the...

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2.3 Consider the daily closing IBM stock prices (data set ibmclose).

(a) Produce some plots of the data in order to become familiar with it.

(b) Split the data into a training set of 300 observations and a test set of 69 observations.

(c) Try various benchmark methods to forecast the training set and compare the results on the test set. Which method did best?

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Forecasting Principles And Practice

ISBN: 9780987507105

1st Edition

Authors: Rob J Hyndman, George Athanasopoulos

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