How to Forecast the Stock Market WIth SPY, RStudio and Yahoo Finance!

[@samuelgreco2629]

thanks, but where can i find the R script in this video?

[@RitikaBagga-st3xi]

Hi, LOved your video. Thanks ! Can you please show us how to import all those libraries and get data from yahoofinance. Arima how do load all that. Thanks a lot.

[@miransh]

Thanks and God Bless You !

[@techknowhow4802]

Glad you liked the video. Have a great day. 😀

[@jacobm7026]

Hi thanks for the tutorial! Question though: when you look at differenced data in the first Acf() formula, isn't that just a normal ACF not an ACF of the differences?

[@neelma2199]

Sir kindly explain how you take different q values in auto.arima function first when you fitA and takes (1,1,3) its understood but in fitB how you take q=18 and in fitC 38 kindly explain .is it hit and trial?

[@techknowhow4802]

Fit A is the auto arima. That is the one that the auto arima quickly determines is optimal. Fit B is the custom arima. This one we incorporate the lags and more into to increase accuracy. Fit C is another custom arima that I use a longer lag (last one that touches or crosses over in the ACF / PACF testing. So, in this cse, the last lag value that touched or crossed over the line was at 38. Fit D is a default (1,1,1) arima model that is commonly found in many business intelligence tools and applications. This way you have 4 arima models and subsequent fit and forecast projections. Then we go and get the accuracy for all 4 by MAPE. You are then left with a pretty accurate forecast of the SPY (S&P 500 ETF) which closely follows the stock market and is well diversified. Regardless, this is not to be taken as investing advice as anyone knows there are numerous internal and external factors that can have marked affects on the stock market.

[@neelma2199]

Tech Know How thanks a lot Sir very helpful.

[@hectorpedroza9122]

Why you don't use garch model?

[@neelma2199]

yes i also have the same question.kindly Sir make videos by using GARCH models.

[@joewalters5425]

Thanks!

[@techknowhow4802]

Your welcome. Thank you for watching. Please be sure to share so that others can benefit as you have. Thank you.