Pick your favorite stock ticker to examin and forecast. Some good examples are C, DFS, GGB, AVX, and SDRL. After you have selected your ticker click the forecast tab above to project its upcoming value.


Time Series Analysis

Generates a ARIMA(Autoregressive Integrated Moving Average) model of various orders. ARIMA is the best and probably the most sophisticated time series modeling tool available, however it is really out of reach to most because to find the best model requires a long iterative process using many different statistics and various graphs. The software does a lot of the leg work for you and gives you a suggested model. The sliders at the bottom control the model orders. Adjust the sliders to produce the best fit.

Back Testing

Adjust the date range at the left of the screen to a window in the past of the ticker and adjust the model orders until the forecast fits. Then re-adjust the time scale to the present using your order parameters.

ARIMA Model Forecast


Suggested Model