- Author: Enrique Pérez Herrero
- Date: 20/Dec/2016
- GNU GENERAL PUBLIC LICENSE Version 2, June 1991
- App url
- GitHub url
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.
Select one of the known as precious metals:
Metal | Ticker |
---|---|
Gold | XAU |
Silver | XAG |
Palladium | XPD |
Platinum | XPT |
One between US Dollars, British Pound, or Euro can be selected.
App Tab panels are located above and can be selected like a menu.
Shows a price plot for the selected metal and currency, and a control to change
adjusted statistics: linear
or loess
Shows the price table data for the selected metal and several currencies
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.
Displays forecasted data table
Shows adjusted model using auto.arima
from the forecast
package
Plots first differences for the selected metal price and the differences of base 10 logarithm of data
Plots the ACF and the PACF
-
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.