cathrineee/gold-price-prediction

Forecasting model for time series data

Monthly Gold Price Prediction

Forecasting model for monthly gold price in CHF

Other contributor of this projects are Zoe Zou and Xinjie Qiao.

Introduction

This is the final group project for the Fall 2022 STAT 443 course at the University of Waterloo, taught by Professor Reza Ramezan.

We analyzed the monthly gold price in CHF from 1979 to 2021 and try to use regression models, smoothing methods, and box-jenkins models to fit the data and make predictions. See the report for more background and details.

Quick Links

• Project report (here)
• Code (here)

Reference

We used data from Kaggle:

Hasija, S. (2021). Monthly Gold Prices (1979-2021). Kaggle. https://www.kaggle.com/datasets/odins0n/monthly-gold-prices?select=1979-2021.csv