Created time series analysis based on retriving 5 years worth of S & P 500 data and passing it through an ARIMA function which can be calibrated based on the number of auto-regressive terms p, the number of nonseasonal differences needed for stationarity d, and the number of lagged forecast errors in the prediction equation q. Current default function call is 3,2,1 for p,d,q respectively. Then the data is plotted on the graph which is then saved