/VARStockPrice

Download Yahoo stock price data and forecast their future values with a vector autoregressive (VAR) model. Compare to Naive model using MASE. Version control with DVC

Primary LanguageJupyter Notebook

StockPrice

dvc demo

  • Create directories under root

git clone https://github.com/ehullander/StockPrice

From a terminal

$ cd StockPrice   
$ pip install dvc  
$ pip install -r requirements.txt  
$ dvc remote add -d myremote <absolute path to remote>
$ dvc pull 
$ dvc run -n evaluate -d getMASE.py -M metrics.json python getMASE.py  
$ git add dvc.lock dvc.yaml
$ dvc add model  
$ dvc add data  
$ git add .