I've asked a few questions here before regarding my thesis. Although I try my best to follow-up on your suggestions, my statistical knowledge is limited but I try my utmost. Adding a predictive model to your thesis is not required (since it isn't taught during the studies) but my thesis coach insists. So I've just let SPSS dictate the best-fitting ARIMA model for my thesis.
Basically, I have taken some internet data (
hbVol0LN is number of tweets,
hbBullQuality0 is the ratio for postive against negative tweets, etc.) for 100 companies over 103 days. Here, the dependent variable is the return of the stock of each of those 100 companies per day. I already performed an OLS (although it has been pointed out that this is not the ideal model for my research, it is accepted by my coach), but now I believe this ARIMA model should hold the predictive value of the data.
It is very hard to find annotated ARIMA output online, or a paper which describes the output in a way I can understand. Could you perhaps give me some insights of what this output is telling me? Any help at all is greatly appreciated.
If you're having a hard time reading the graph, here's the full-size one: http://i.stack.imgur.com/H42YP.png
Again, I cannot express how frustrating it is for somebody who has hardly had to do any statistics during his studies, having to produce a predictive model. Therefore, really, any help is appreciated.