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# Precious Metals Price ARIMA Forecast
## Coursera - Developing Data Products
* Author: Enrique Pérez Herrero
* Date: 20/Dec/2016
* [Email](mailto:[email protected])
* [GNU GENERAL PUBLIC LICENSE Version 2, June 1991](https://github.com/EnriquePH/Precious-Metals-Prediction)
* [App url](https://kikesoft.shinyapps.io/Precious-Metals-Prediction)
* [GitHub url](https://github.com/EnriquePH/Precious-Metals-Prediction)
* [Slidify url](http://enriqueph.github.io/Precious-Metals-Slidify/)
## Description:
Precious Metals Price ARIMA Forecast App downloads the last five years prices
from [Oanda](http://www.oanda.com) and forecast the next year prices using
`auto.arima` function from `forecast` R package.
## App Side Bar Panel
### Select Metal Input
Select one of the known as precious metals:
| Metal | Ticker |
|-----------|---------|
| Gold | XAU |
| Silver | XAG |
| Palladium | XPD |
| Platinum | XPT |
### Select Currency Input
One between US Dollars, British Pound, or Euro can be selected.
## App Tab Panels
App Tab panels are located above and can be selected like a menu.
### - Prices Plot
Shows a price plot for the selected metal and currency, and a control to change
adjusted statistics: `linear` or `loess`
### - Prices Table
Shows the price table data for the selected metal and several currencies
### - Forecast Plot
Shows the
[ARIMA](https://en.wikipedia.org/wiki/Autoregressive_integrated_moving_average)
forecast for the next 365 days as a blue line, 80% confidence interval is
displayed in orange, while 90% is in yellow.
### - Forecast Table
Displays forecasted data table
### - Arima model
Shows adjusted model using `auto.arima` from the `forecast` package
### - Differences Plot
Plots first differences for the selected metal price and the differences of
base 10 logarithm of data
### - Residuals Plot
Plots the ACF and the
[PACF](https://en.wikipedia.org/wiki/Partial_autocorrelation_function)
## Links
* [Autoplot: Graphical Methods with ggplot2](http://librestats.com/2012/06/11/autoplot-graphical-methods-with-ggplot2/)
* [More blackbox analysis - Arima modeling in R](http://businessforecastblog.com/more-blackbox-analysis-arima-modeling-in-r/)
* [Precious Metals - Wikipedia](https://en.wikipedia.org/wiki/Precious_metal)
* [Palladium as an investment - Wikipedia](https://en.wikipedia.org/wiki/Palladium_as_an_investment)
* Step-by-Step Graphic Guide to Forecasting through ARIMA Modeling in R,
Manufacturing Case Study Example
[(Part 4)](http://ucanalytics.com/blogs/step-by-step-graphic-guide-to-forecasting-through-arima-modeling-in-r-manufacturing-case-study-example/)
* Automatic Time Series Forecasting: The forecast Package for R
[Journal of Statistical Software July 2008, Volume 27, Issue 3.](http://www.jstatsoft.org/article/view/v027i03)
* [Forecasting: principles and practice](https://www.otexts.org/fpp)
* [OANDA](http://www.oanda.com/)