Forecasting time series data using ARIMA models. Used covariance matrix to find dependencies between stocks.

Using MS Excel and R, accurately forecasted total core deposit data from a Richmond Bank. The Holt’s Linear Exponential Smoothing had the overall lowest “Quick and Dirty” MAPE (1.2%), the lowest overall Maximum MAPE (3.49%), and consistently more accurate projections for each of the forecast horizons. Overall, the Unaided, Holts Linear Exponenti…