Forecasting The S&P 500 - A Time Series Approach
Using time-series data from 2015-2020, a forecast is made for the first 10 weeks of 2021. An Arima 2,1,2 model is fit using Gretl. Results are below:
Forecasts:
2021-01-03 3753.66
2021-01-10 3725.91
2021-01-17 3726.87
2021-01-24 3760.76
2021-01-31 3783.72
2021-02-07 3774.53
2021-02-14 3761.59
2021-02-21 3774.23
2021-02-28 3800.34
2021-03-07 3810.33
Disclaimer: The views expressed here are my own and must not be taken as advice to buy or sell securities.