The project examines various statistical time series forecasting methods using historical financial markets data. In particular, we have considered the S&P 500 Stock Index and the Bloomberg Barclays US Aggregate Bond Index.
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Open a terminal (Command Prompt on Windows or Terminal on macOS/Linux) and navigate to the directory containing the script.
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Install the required libraries and dependencies from
requirements.txtby running the following command in your terminal:pip install -r requirements.txt -
To run the script with the rolling method and a window size of 240, use the following command:
python main.py --method rolling --window 240 -
Alternatively, to run the script with the recursive method, use the following command:
python main.py --method recursive