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* [Email](mailto:[email protected]) | ||
* [GNU GENERAL PUBLIC LICENSE Version 2, June 1991](https://github.com/EnriquePH/Precious-Metals-Prediction) | ||
* [GitHub url](https://github.com/EnriquePH/Precious-Metals-Prediction) | ||
* [Slidify url](http://enriqueph.github.io/Precious-Metals-Slidify/) | ||
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## Description: | ||
The app downloads the last five years prices from [Oanda](http://www.oanda.com) | ||
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# Precious Metals Price ARIMA Forecast | ||
## Coursera - Developing Data Products | ||
* Author: Enrique Pérez Herrero | ||
* Date: 20/Dec/2016 | ||
* [Email](mailto:[email protected]) | ||
* [GNU GENERAL PUBLIC LICENSE Version 2, June 1991](https://github.com/EnriquePH/Precious-Metals-Prediction) | ||
* [App url](https://kikesoft.shinyapps.io/Precious-Metals-Prediction) | ||
* [GitHub url](https://github.com/EnriquePH/Precious-Metals-Prediction) | ||
* [Slidify url](http://enriqueph.github.io/Precious-Metals-Slidify/) | ||
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## Description: | ||
Precious Metals Price ARIMA Forecast App downloads the last five years prices | ||
from [Oanda](http://www.oanda.com) and forecast the next year prices using | ||
`auto.arima` function from `forecast` R package. | ||
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## App Side Bar Panel | ||
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### Select Metal Input | ||
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Select one of the known as precious metals: | ||
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| Metal | Ticker | | ||
|-----------|---------| | ||
| Gold | XAU | | ||
| Silver | XAG | | ||
| Palladium | XPD | | ||
| Platinum | XPT | | ||
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### Select Currency Input | ||
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One between US Dollars, British Pound, or Euro can be selected. | ||
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## App Tab Panels | ||
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App Tab panels are located above and can be selected like a menu. | ||
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### - Prices Plot | ||
Shows a price plot for the selected metal and currency, and a control to change | ||
adjusted statistics: `linear` or `loess` | ||
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![Gold prices plot](img/gold-prices.png) | ||
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### - Prices Table | ||
Shows the price table data for the selected metal and several currencies | ||
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### - Forecast Plot | ||
Shows the | ||
[ARIMA](https://en.wikipedia.org/wiki/Autoregressive_integrated_moving_average) | ||
forecast for the next 365 days as a blue line, 80% confidence interval is | ||
displayed in orange, while 90% is in yellow. | ||
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![Gold ARIMA plot](img/gold-arima.png) | ||
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### - Forecast Table | ||
Displays forecasted data table | ||
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### - Arima model | ||
Shows adjusted model using `auto.arima` from the `forecast` package | ||
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### - Differences Plot | ||
Plots first differences for the selected metal price and the differences of | ||
base 10 logarithm of data | ||
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### - Residuals Plot | ||
Plots the ACF and the | ||
[PACF](https://en.wikipedia.org/wiki/Partial_autocorrelation_function) | ||
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## Links | ||
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* [Autoplot: Graphical Methods with ggplot2](http://librestats.com/2012/06/11/autoplot-graphical-methods-with-ggplot2/) | ||
* [More blackbox analysis - Arima modeling in R](http://businessforecastblog.com/more-blackbox-analysis-arima-modeling-in-r/) | ||
* [Precious Metals - Wikipedia](https://en.wikipedia.org/wiki/Precious_metal) | ||
* [Palladium as an investment - Wikipedia](https://en.wikipedia.org/wiki/Palladium_as_an_investment) | ||
* Step-by-Step Graphic Guide to Forecasting through ARIMA Modeling in R, | ||
Manufacturing Case Study Example | ||
[(Part 4)](http://ucanalytics.com/blogs/step-by-step-graphic-guide-to-forecasting-through-arima-modeling-in-r-manufacturing-case-study-example/) | ||
* Automatic Time Series Forecasting: The forecast Package for R | ||
[Journal of Statistical Software July 2008, Volume 27, Issue 3.](http://www.jstatsoft.org/article/view/v027i03) | ||
* [Forecasting: principles and practice](https://www.otexts.org/fpp) | ||
* [OANDA](http://www.oanda.com/) |
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