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I perform time series analysis of data from scratch. I also implement The Autoregressive (AR) Model, The Moving Average (MA) Model, The Autoregressive Moving Average (ARMA) Model, The Autoregressive Integrated Moving Average (ARIMA) Model, The ARCH Model, The GARCH model, Auto ARIMA, forecasting and exploring a business case.

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vishnukanduri/Time-series-analysis-in-Python

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6 Commits
0. Updating The Dataset.ipynb
0. Updating The Dataset.ipynb
 
 
1. Introduction to Time Series.ipynb
1. Introduction to Time Series.ipynb
 
 
10. The GARCH model.ipynb
10. The GARCH model.ipynb
 
 
11. Auto ARIMA.ipynb
11. Auto ARIMA.ipynb
 
 
12. Forecasting.ipynb
12. Forecasting.ipynb
 
 
13. Business Case.ipynb
13. Business Case.ipynb
 
 
2. Creating a Time Series Object in Python.ipynb
2. Creating a Time Series Object in Python.ipynb
 
 
3. Working with Time Series in Python.ipynb
3. Working with Time Series in Python.ipynb
 
 
4. Analyzing prices using the AR model.ipynb
4. Analyzing prices using the AR model.ipynb
 
 
5. Analyzing returns using the AR Model.ipynb
5. Analyzing returns using the AR Model.ipynb
 
 
6. The MA Model.ipynb
6. The MA Model.ipynb
 
 
7. The ARMA Model.ipynb
7. The ARMA Model.ipynb
 
 
8. The ARIMA and SARIMAX model.ipynb
8. The ARIMA and SARIMAX model.ipynb
 
 
9. The ARCH Model.ipynb
9. The ARCH Model.ipynb
 
 
Index2018.csv
Index2018.csv
 
 
README.md
README.md
 
 

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Time-series-analysis-in-Python

I perform time series analysis of data from scratch. I also implement The Autoregressive (AR) Model, The Moving Average (MA) Model, The Autoregressive Moving Average (ARMA) Model, The Autoregressive Integrated Moving Average (ARIMA) Model, The ARCH Model, The GARCH model, Auto ARIMA, forecasting and exploring a business case.

Index2018.csv is the dataset used for time series analysis in this project

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I perform time series analysis of data from scratch. I also implement The Autoregressive (AR) Model, The Moving Average (MA) Model, The Autoregressive Moving Average (ARMA) Model, The Autoregressive Integrated Moving Average (ARIMA) Model, The ARCH Model, The GARCH model, Auto ARIMA, forecasting and exploring a business case.

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python arch price forecasting arima series-analysis returns time-series-analysis sarimax moving-average autocorrelation-functions autoregression auto-arima garch-model

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