Back to search
The S&P 500 Market Index is analysed using popular statistical models such as SARIMA, ETS and GARCH. Additionally, a powerful open source forecasting package from Facebook, called Prophet, is also used.
Stars
30
Forks
19
Watchers
30
Open Issues
5
Overall repository health assessment
No package.json found
This might not be a Node.js project
9
commits
Updates for SARIMA, ARMA+GARCH, and GARCH notebooks
5fb8844View on GitHubAdding code to analyse S&P 500 Prices and Returns using Facebook Prophet
b639f19View on GitHubAdding code to analyse and forecast S&P 500 Prices
eb97291View on GitHubAdding code to analyse and forecast S&P 500 Returns
3792ec9View on GitHubAdding dataset and code for Preprocessing and EDA
ae5e785View on GitHub