Forecasting Time Series Data
Procedures for running application:
- retrieve an API key for alpha vantage from the following website: https://www.alphavantage.co
- create a folder within the root directory called "miscellaneous" and create a text file called "api_keys.txt" within that directory.
- Within the api_keys.txt file create a line like this: av:yourkeyhere
- The entry point script of the project is initializer.py. This will pull the financial data of the specified ticker, run Dickey Fuller test, and produce all the visualizations.
TSPredictionARIMA - contains classes associated with Creation of ARIMA model. Also contains classes dealing with the assessment of the time series data. Specifically whether the data is stationary or not.
TSPredictionARIMA/Initializer.py - Runs several standard arima models with visualizations. Also creates a visualization of the time series dataset.