Timeline for Full time-series analysis steps
Current License: CC BY-SA 4.0
5 events
| when toggle format | what | by | license | comment | |
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| May 12, 2023 at 10:05 | comment | added | mkt | If you're trying to learn about these methods, stock prices may not be the best data to work with. Something with simpler structure might be a better option, even if there is much less data. | |
| May 12, 2023 at 2:42 | history | edited | JohnFire | CC BY-SA 4.0 |
added 81 characters in body
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| May 12, 2023 at 2:40 | comment | added | JohnFire | @mlofton My bad, I will edit the post with more details. Well I am confident that an ARIMA will very rarely be sufficient for financial time-series, that's why I said that about ARCH-GARCH | |
| May 12, 2023 at 1:26 | comment | added | mlofton | Hi: I can't answer all those questions but, at the beginning, you say "analyze a few stock prices". that should be more specific. Are you trying to predict future prices, doing some kind of study that stylizes returns, modelling volatility only ? I think, if you give more details regarding the modelling component, you'll get more responses. Oh, also you made it seem like the use of the arch-garch family and the arima family in general, was a no brainer ? Again, that depends on what EXACTLY you are trying to do. | |
| May 11, 2023 at 23:32 | history | asked | JohnFire | CC BY-SA 4.0 |