In this notebook, I've loaded historical Dollar-Yen exchange rate futures data. I've applied time series analysis and modeling to determine whether there is any predictable behavior.
arma
data-visualization
acf
python-3
forecasting-models
white-noise
time-series-analysis
arima-model
residuals
linearregression
hodrick-prescott-filter
volatility-modeling
garch-models
pacf
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Updated
Feb 3, 2023