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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Related Book For
Forecasting Principles And Practice
ISBN: 9780987507105
1st Edition
Authors: Rob J Hyndman, George Athanasopoulos
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