GitHub topics: augmented-dickey-fuller-test

Repositories

Shailesh-Padhariya/Airline-Passengers-Time-Series

This project explores multiple time series forecasting techniques, including Facebook Prophet, ARIMA, and SARIMAX, to predict airline passenger trends. It compares the effectiveness of each model in capturing seasonality and long-term patterns

Language: Jupyter Notebook - Size: 0 Bytes - Last synced at: 3 months ago - Pushed at: 3 months ago - Stars: 1 - Forks: 0

Urvee1810/Bitcoin-price-forecasting-using-ARMA

The analysis reveals the challenges of predicting Bitcoin prices during highly volatile periods and demonstrates how traditional time series models perform under different market conditions. The project includes comparative analysis of model performance during stable and volatile market phases.

Language: Jupyter Notebook - Size: 4.38 MB - Last synced at: 3 months ago - Pushed at: 4 months ago - Stars: 0 - Forks: 0

WilliamHope2020/GDP-Time-Series-in-R

This assignment relates to my 6th assignment in Econ 323 - Econometrics Analysis 2. It deals with GDP time series data.

Size: 16.6 KB - Last synced at: over 1 year ago - Pushed at: over 1 year ago - Stars: 0 - Forks: 0

shridhar1504/Milk-Production-Time-Series-Forecasting-Datascience-Project

This project uses time series forecasting to predict future milk production. The data used in this project is monthly milk production data from January 1962 to December 1975. The ARIMA (autoregressive integrated moving average) model is used to forecast the milk production. The model is evaluated using various metric.

Language: Jupyter Notebook - Size: 5.67 MB - Last synced at: about 2 months ago - Pushed at: almost 2 years ago - Stars: 0 - Forks: 0

Akshaykviit023/Meteorological-data-analysis-and-forecasting

This project forecasts weather using the ARIMA model. Data preprocessing, parameter selection, and model evaluation using multiple metrics are studied. External variables also affect ARIMA model accuracy. The findings aid weather forecasting and disaster preparation.

Language: Jupyter Notebook - Size: 7.15 MB - Last synced at: over 1 year ago - Pushed at: about 2 years ago - Stars: 0 - Forks: 0

EdinZiga/StockTrendForecastingWithR

Final project for CS512 Machine Learning in Medicine and Health. Implementation of ARIMA, RKNN and FFNN models for stock price forecasting

Language: R - Size: 20.5 KB - Last synced at: over 1 year ago - Pushed at: over 2 years ago - Stars: 0 - Forks: 0

Tobias-Mann/Pairs-Trading-Analyzer

C# Console Application: Asks for two files containing historical financial data in the same format as files from Yahoo Finance. Performs the two-step Engel-Granger Test for Cointegration and simulates profits of applying the Pairs Trading Strategy to these stocks. To Project further Includes code to conduct statistical inference and a Function to perform the Augmented Dickey-Fuller Test for stationarity of a time series, which is part of the Engel-Granger Test for cointegration.

Language: C# - Size: 5.44 MB - Last synced at: about 2 years ago - Pushed at: over 4 years ago - Stars: 14 - Forks: 3