Time series forcasting for IOC April 2013

Hi,
I recently tried to do time series forecasting for Indian Oil corporation.Took the data from Yahoo Finance from 2011 to March 29, 2013.I took only past 2 years, as stock market situation would have been pretty different 4-5 years back, so recent data makes more sense. And this is how the data looks like:







The first graph shows the stock price data against the time. Here Obs are in the same order as time.
The second graph shows the Autocorrelation  function(ACF), followed by Partial ACF and then Inverse ACF.



Just by looking at the time series, we can see its not stationary, we can also perform Dickey-Fuller's test and check for the value of
Pr < Rho and Pr < Tau. 
 It will be >0.005, which means non-stationary.
Lets see how the series looks after differentiating:
The series looks stationary now. You can verify that also from p values of dickey fuller's test which will be  <0 .005="" now.="" p="">So we try to estimate the (P,Q) factors now and realise (1,0) fits the best, because of less error and more explanation of variance.
So we have final model ARIMA(1,1,0).
Forecasting with this value, we have values after integration:
 T+1 obs: 281.54
T+2 obs: 282.47
T+3 obs:  281.41

Now finally residual check:


 It looks pretty random. So we are ok with the model.

Now lets go back and check the actual values:
4 Apr, 2013     283.85
*3 Apr, 2013    290.20
2 Apr, 2013    284.35
1 Apr, 2013    281.20

Considering 3rd April to be a volatility in stock market, our forecasted values are pretty close to the actual value. I will be coming back with stock forecast for more companies and with other kind of forecasting methods. Stay tuned!!

Download Google Books


Since the google is digitalising a lot of books everyday and well there are some of our interests whose content though available on site, does not allow us to download them. So here I am telling you a simple trick to do away with this.

First of all install greasmonkey addon in firefox:
https://addons.mozilla.org/firefox/addon/748

Now install this script:
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Restart firefox.
Now when you browse the google book, you will notice a link in upper left corner to download the book. Just click it and it will convert all the viewable pages to jpg format and now you can save them.

Download from scribd when download limit is reached

Hi, so i was working on this bluetooth and wlan project and i needed some documents on scribd.
However while downloading it says download limit reached for this ip, actually for all the computers connected to the LAN, it considers only 1 ip of the server. So the download limit is reached easily as there are lot users on LAN, i guess around 300. So to work around this problem, i downloaded the
"pdf creator" and "primo pdf" (google them, note here: primo pdf requires .NET framework 2.0).
Now I installed pdf creator and then went to the scribd document page where there was the preview of the ipaper. Well if you get the error in installation "set print spooler service to automatic" (Control panel->Administrative Tools->Services->print spooler).
Now there is an option in scribd documents "print" ,click on it. Now from the printer option choose pdf creator" and print the document. It will actually save the document pdf.
In case pdf creator gives u the error "77 access to the files denied" Install primo pdf"
Now got the primo folder "c:\program files\Nitro pdf\Primo pdf" Now open the folder "Drivers" and copy all the .dll files and paste into "c:\program files\mozilla firefox\plugins" And try printing the document again, and guess what i successfully did it just now.. :)

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