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Essay's paper info
| Topic: |
History
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| Number of pages / Number of words: |
7 / 1949 |
Essay's paper body
The 8 series and the models obtained automatically are as follows:
- PREV_CLOSE_PRICE: Damped Trend Exponential Smoothing
- OPEN_PRICE: Simple Exponential Smoothing
- HIGH_PRICE: Simple Exponential Smoothing
- LOW_PRICE: Simple Exponential Smoothing
- CLOSE_PRICE: Damped Trend Exponential Smoothing
- VOLUME: Damped Trend Exponential Smoothing
- OPEN_INTEREST: Damped Trend Exponential Smoothing
- TRADED_VALUE: Damped Exponential Smoothing
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The Prediction error autocorrelation plots are shown as follows:
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Figure 4: Prediction Autocorrelation Plots
Figure 3 & Figure 4 indicate that when TSFS is run on the non-stationary series observed in Figure 1, after the first differential, we are obtained with a series which is quite stationary and there is no evidence of trend otherwise...
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Also, Figure 4 indicates that there are no autoregressive terms in the errors at any of the lags and thus adheres to the assumptions of regression.
The parameter estimates or the prediction error test are as shown in Figure 5 and the Statistics of Fit measures are shown in Figure 6. The parameter estimates gives the probability values where only the level smoothing weight is significant for the model...
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