EricDoug/RegressionAnalysisR

This was the second in the series of projects completed while taking a class on Data Intensive Computing(CSE 587). The project analyses NYSE data for over a period of 3 years and then calculates the MAE (Mean Absolute Error) to evaluate error in time series analysis. Based on this error, three statistical methods were used to find stocks with best-forecasted performance. The 3 models of prediction used are Arima, Holt-Winters and Linear Regression.

R