• Decomposed Gold Price data from Quandl API, into its Mean, Trend and Seasonality components for additive and multiplicative models using statsmodels • Verified stationarity in the dataset using Augmented Dickey Fuller test and ACF/PACF plots and corrected for the same using log-transform and differencing • Analyzed ACF/PACF plots to fit ARIMA models and prepared a fit diagnostic function that verifies the model by using methods like Q-Q Plot, Ljung-Box test • Modelled Google’s Stock Price using Simple Exponential Smoothing, Holt’s Linear/Exponential Trend methods and Holt-Winter’s Seasonal Smoothing
Link to Repository: https://github.com/Aeroknight786/Time-Series-Analysis