ARIMA Model with EM price data

Here is a simple example of an ARIMA model with pricing data. This is just an example to show the basic code used for ARIMA. Statistical tests in order to choose the appropriate model/lags are not included. import osos.chdir(r”C:\Users\haderer\Documents\python”)cwd= os.getcwd()print(“Current working directory is:”, cwd) import numpy as npimport sysnp.set_printoptions(threshold=sys.maxsize)import pandas as pdfrom matplotlib import pyplot as pltfrom statsmodels.tsa.stattools import adfullerfrom […]