index.md

Precious Metals Price ARIMA Forecast

Coursera - Developing Data Products

• Author: Enrique Pérez Herrero
• Date: 20/Dec/2016
• Email
• GNU GENERAL PUBLIC LICENSE Version 2, June 1991
• App url
• GitHub url

Description:

Precious Metals Price ARIMA Forecast App downloads the last five years prices from Oanda 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 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

Links

• Autoplot: Graphical Methods with ggplot2

• More blackbox analysis - Arima modeling in R

• Precious Metals - Wikipedia

• Palladium as an investment - Wikipedia

• Step-by-Step Graphic Guide to Forecasting through ARIMA Modeling in R, Manufacturing Case Study Example (Part 4)

• Automatic Time Series Forecasting: The forecast Package for R
  Journal of Statistical Software July 2008, Volume 27, Issue 3.

• Forecasting: principles and practice

• OANDA