/TimeSeries_JnJ

Timeseries forecasting for JnJ Quarterly Earnings

Primary LanguageJupyter Notebook

Johnson and Johnson Time Series Analysis

Here, we got quarterly earnings per Johnson&Johnson share(Dollar) from 1960 to 1980.

Objective: Forecast J&J share price for next two years using SARIMA modelling.

Jupyter Notebook Content

  • Data
  • Common Function
  • Log-Return Transformation
  • Adding Seasonality Difference with lag = 4
  • Ljung-Box Test
  • Auto-Correlation Function (ACF) Analysis
  • Partial-Autocorrelation Function (PACF) Analysis
  • Order Estimation Using SARIMA Model
  • Residual Analysis
  • Forecast Routines
  • References