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Time Series Analysis and Forecasting case study

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Case studies based on the book "Practical Business Analytics using SAS"

Contents

Part One: Basics of SAS Programming for Analytics

Chapter 01 Introduction to Business Analytics and Data Analysis Tools

Chapter 02: SAS Introduction

Chapter 03: SAS Handling Using SAS

Chapter 04 : Important SAS Functions and Procs

Part Two: Using SAS for Business Analytics

Chapter 05 Introduction to Statistical Analysis

Chapter 06 Basic Descriptive Statistics

Chapter 07 Data Exploration, Validation, and Data Sanitization

Chapter 08 Testing of Hypothesis

Chapter 09 Correlation and Linear Regression

Chapter 10 Multiple Regression Analysis

Chapter 11: Logistic Regression

Chapter 12: Time Series Analysis and Forecasting

Chapter 13: Introducing Big Data Analytics

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Time Series Analysis and Forecasting case study

  1. 1. Case Study: T101 Time Series Analysis and Forecasting Case study Business objective: Analyze the historical stockprices.Buildamodel onthe stockprices.Forecastthe future valuesof the stock usingthe time seriesmodel Data Download3 yearsoriginal weeklystockprice foranystock. Here isa linktopull Google stockprice data https://in.finance.yahoo.com/q/hp?s=GOOG&a=00&b=27&c=2012&d=00&e=30&f=2015&g=w Belowisthe linkforgoogle lastone yearweeklystockpricesdata. https://drive.google.com/file/d/0B7Zo00OSj1W6UkNaeTRqaVBjQ2c/view?usp=sharing Analysis Approach  Use Adj Close asstock price  Cleanthe data,if required  Use ARIMA technique  Use 90% of data for model buildingand10% for validation  Final observationsandinferences  Documentationof the approach,codesandresults Discussion forum  Facebook: o https://www.facebook.com/pages/Practical-Business-Analytics-Using-SAS-A-Hands- on-Guide/1539167863021194 o https://www.facebook.com/groups/PracticalBusinessAnalytics/  Blog: o http://practicalbusinessanalytics.blogspot.in  Slide share o http://www.slideshare.net/21_venkat References:  Chapter-12:Time SeriesAnalysisandForecasting fromthe bookPractical BusinessAnalytics UsingSAS: A Hands-onGuide http://www.amazon.com/Practical-Business-Analytics-Using- Hands/dp/1484200446  Case studyid: Case Study: T101

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