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Time Series Analysis and Forecasting case study

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Venkata Reddy Konasani
Venkata Reddy Konasani

Case studies based on the book "Practical Business Analytics using SAS" Contents Part One: Basics of SAS Programming for Analytics Chapter 01 Introduction to Business Analytics and Data Analysis Tools Chapter 02: SAS Introduction Chapter 03: SAS Handling Using SAS Chapter 04 : Important SAS Functions and Procs Part Two: Using SAS for Business Analytics Chapter 05 Introduction to Statistical Analysis Chapter 06 Basic Descriptive Statistics Chapter 07 Data Exploration, Validation, and Data Sanitization Chapter 08 Testing of Hypothesis Chapter 09 Correlation and Linear Regression Chapter 10 Multiple Regression Analysis Chapter 11: Logistic Regression Chapter 12: Time Series Analysis and Forecasting Chapter 13: Introducing Big Data Analytics

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Case Study: T101 Time Series Analysis and Forecasting Case study Business objective: Analyze the historical stockprices.Buildamodel onthe stockprices.Forecastthe future valuesof the stock usingthe time seriesmodel Data Download3 yearsoriginal weeklystockprice foranystock. Here isa linktopull Google stockprice data https://in.finance.yahoo.com/q/hp?s=GOOG&a=00&b=27&c=2012&d=00&e=30&f=2015&g=w Belowisthe linkforgoogle lastone yearweeklystockpricesdata. https://drive.google.com/file/d/0B7Zo00OSj1W6UkNaeTRqaVBjQ2c/view?usp=sharing Analysis Approach  Use Adj Close asstock price  Cleanthe data,if required  Use ARIMA technique  Use 90% of data for model buildingand10% for validation  Final observationsandinferences  Documentationof the approach,codesandresults Discussion forum  Facebook: o https://www.facebook.com/pages/Practical-Business-Analytics-Using-SAS-A-Hands- on-Guide/1539167863021194 o https://www.facebook.com/groups/PracticalBusinessAnalytics/  Blog: o http://practicalbusinessanalytics.blogspot.in  Slide share o http://www.slideshare.net/21_venkat References:  Chapter-12:Time SeriesAnalysisandForecasting fromthe bookPractical BusinessAnalytics UsingSAS: A Hands-onGuide http://www.amazon.com/Practical-Business-Analytics-Using- Hands/dp/1484200446  Case studyid: Case Study: T101

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Time Series Analysis and Forecasting case study

  • 1. Case Study: T101 Time Series Analysis and Forecasting Case study Business objective: Analyze the historical stockprices.Buildamodel onthe stockprices.Forecastthe future valuesof the stock usingthe time seriesmodel Data Download3 yearsoriginal weeklystockprice foranystock. Here isa linktopull Google stockprice data https://in.finance.yahoo.com/q/hp?s=GOOG&a=00&b=27&c=2012&d=00&e=30&f=2015&g=w Belowisthe linkforgoogle lastone yearweeklystockpricesdata. https://drive.google.com/file/d/0B7Zo00OSj1W6UkNaeTRqaVBjQ2c/view?usp=sharing Analysis Approach  Use Adj Close asstock price  Cleanthe data,if required  Use ARIMA technique  Use 90% of data for model buildingand10% for validation  Final observationsandinferences  Documentationof the approach,codesandresults Discussion forum  Facebook: o https://www.facebook.com/pages/Practical-Business-Analytics-Using-SAS-A-Hands- on-Guide/1539167863021194 o https://www.facebook.com/groups/PracticalBusinessAnalytics/  Blog: o http://practicalbusinessanalytics.blogspot.in  Slide share o http://www.slideshare.net/21_venkat References:  Chapter-12:Time SeriesAnalysisandForecasting fromthe bookPractical BusinessAnalytics UsingSAS: A Hands-onGuide http://www.amazon.com/Practical-Business-Analytics-Using- Hands/dp/1484200446  Case studyid: Case Study: T101