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.

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