In this notebook I will be using the TESLA stock prices for the last year to try and forecast the said stock prices for the following month. I downloaded the dataset from the online Yahoo stock price publisher. The dataset contains the time stamps of the operations and their volume, the opening , highest, lowest, and closing price of the stocks. I will only be using the opening prices for my study and I will use three forecasting models: an ETS model, an ARIMA model and a Prophet model.
- ETS models : Holt Winter's Seasonal Method
- ARIMA models : Seasonal ARIMA
- Prophet model
- RMSE
- MAE
- RMSFE
- numpy
- pandas
- scipy
- sklearn
- prophet
- statsmodels