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Evaluate the performance of stocks using basic time series analysis methods.
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# Apple Stock AR-Process Analysis & Multistep Forecasting
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## Table of Contents
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- [Overview](#overview)
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- [System Prerequisites](#system-prerequisites)
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- [Getting Started](#getting-started)
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- [Project Structure](#project-structure)
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______________________________________________________________________
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## Overview
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In this project, I analyzed apple stock data using time series econometrics methods. The
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final result of my project is a latex file that roughly describes the analysis steps and
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the charts and to what extent it is possible to use/interpret my results.
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In this project, I:
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- fit several AR processes to Apple's historical stock data.
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- compare model performance to identify the best fitting AR process.
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- evaluate the ability of the best model to perform multistep forecasts.
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- investigate the extent to which it is possible to use the AR process for analysis.
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- provide analysis and plots to visualize both the model fit and forecasting
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performance.
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______________________________________________________________________
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## System Prerequisites
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To make sure that the project works on your machine you need to have installed *Python*,
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*a modern LaTeX distribution*, *Git*, and if applicable a *text editor*. For a more
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detailed explanation see the
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[documentation](https://econ-project-templates.readthedocs.io/en/stable/getting_started/index.html).
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______________________________________________________________________
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## Getting Started
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First one needs to clone the repository:
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```bash
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git clone https://github.com/iame-uni-bonn/final-project-Lenr4.git
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```
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Next navigate to the project root and create and activate the environment:
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```bash
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mamba env create lennart_epp
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conda activate lennart_epp
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```
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After the environment is activated, one can run the project by:
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```bash
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pytask
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```
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> 🛑 **Caution**: If you had trouble with kaleido on windows you need to use this
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> [workaround](https://effective-programming-practices.vercel.app/plotting/why_plotly_prerequisites/objectives_materials.html#windows-workaround):
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>
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> ```bash
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> pip install kaleido==0.1.0.post1
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> ```
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______________________________________________________________________
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### Project Structure
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The Project is structured into three different parts.
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- **bld**: The Build directory cointaing all output files.
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- **plots**: top 3 AR models for fitting(1 step forecast), multistep forecast, ACF all
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as interactive html and pdf
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- **forecasts**: 10 step forecast using AR(1) as pkl file
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- **data**: cleaned apple data as pkl file
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- **memory**: pkl file of ACF, and tex files of *Hurst* and *ADF* statistics
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- **models** pkl file of all AR models and tex file with top model statistics
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- **src**: The source directory containing all python files needed for the analysis.
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- **data**: CSV file containing the raw data for reproducibilty.
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- **data_management**: Python files for cleaning and downloading the data from
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[Yahoo Finance](https://de.finance.yahoo.com/).
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- **analysis**: Python files which analyse the data.
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- **final**: Python files which plot the results.
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- **tests**: The test directory containing all python files which are used for testing.
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- **data_management**: Python files for testing the data management steps.
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- **analysis**: Python files for testing the analysis steps.
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______________________________________________________________________

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