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Questions related from Amer Bakhach
Hi, as part of my PhD research, i have developed 2 trading strategies: TSFDC and BA. i applied them to 3 currency pairs from the FX markets: EUR/CHF, GBP/CHF, and EUR/USD. as for evaluation...
30 August 2016 8,255 9 View
Hi, i have developed two trading strategies: TSFDC and BA i used a rolling window approach. here is the profits obtained by the strategies: TSFDC BA Jan 2015 6.02 ...
29 August 2016 5,352 3 View
Dear all, i am trying to forecast a time series(named 'OSVEXT'). the attached file contains the following tests: ACF, PACF, Box-Ljung test, KPSS test, ARIMA (auto.arima using R-package...
31 March 2015 1,600 10 View
I am trying to forecast only one step ahead of a stationary time series. I tried auto. Arima available in 'forecast' R package. The results are not good enough. Do you have any idea?
16 February 2015 8,743 6 View
I am working on some research concerning time series analysis (subordination). Using R (urca) package I found that: H0: ts is stationary is rejected using KPSS and H0: ts has unite root was...
15 June 2014 7,692 8 View