Arima & R

米aerkli

Hallo,

I try to replicate an Arima example found atwww.www.kenlockard.com. Here is the XML file:

<参数键= " S& P_DAY_HIGH " value = "高" / >

















<运营商激活= " true " class = " set_macro”薪酬atibility="7.4.000" expanded="true" height="76" name="Set p" width="90" x="112" y="30">



<运营商激活= " true " class = " set_macro”薪酬atibility="7.4.000" expanded="true" height="76" name="Set d" width="90" x="112" y="120">



<运营商激活= " true " class = " set_macro”薪酬atibility="7.4.000" expanded="true" height="76" name="Set q" width="90" x="112" y="210">





Fit ARIMA model in R with diffeferent(p,d,q)












































Look at Economic Time Series Data (automatically pulled) from public sites and integrate with ARIMA in R extension
Charts for data. Identify any unusual observations for all attributes: day low, high, open, close, adjusted close, volumn
Find the optimized parameter for ARIMA (iterative, and TAKE TIME!! about 1 min)<br>Use R extension for ARIMA models<br>for this demo data, we have ARIMA(3,1,3) as the best fit<br/>To chose the best fit model: check Log result, rank by AIC<br/>and find the values of p, d, q corresponding to min AIC
Apply ARIMA(3,1,3) for forcasting<br>predict the next 5 days close price<br>

Question 1: At Rename, the message "Attribute not found" pops up. I try to modify the parameters but issue remains. Finally, I removed this operator.

问题2:与经营者重命名雷莫ved, the message "Rscript not found" shows up at Forescasting (Execute R) operator.

R version 3.5.0 (2018-04-23) is installed.

Can anyone help?

Regards,

米aerkli

lionelderkrikor

Hallo@Maerkli,

To answer to Question 1 :

It seems that theYahoo Historical Stock Dataoperator is down : When I set a "breapoint after" on this operator

the resulting example set is empty, so theRenameoperator can't be executed and raise the error you described.

Regards,

Lionel

lionelderkrikor

Hi

Effectively, this extension is dead. My memory is failing...:smileysad: : We talked about that inthis thread.

@Maerkli, inside this thread, you can find a link towards the presentation of theAlpha Vantage API(an alternative to Yahoo API).

This API could be useful if you are looking for financial data.

Regards,

Lionel

Thomas_Ott

@lionelderkrikorIn search engines we trust. My memory is long gone.

Telcontar120

You can also check out Quandl if you are willing to pay for a premium subscription, they have very complete financial data available in friendly APIs that work well with RapidMiner.

米aerkli

Hallo RapidMiner Community,

Un grand merci for your coopetation.

米aerkli

米aerkli

It is true, Lionel. My data file is empty. Thanks for the support.

米aerkli

Thomas_Ott

@Maerkliand@lionelderkrikorthere's been a lot of discussion on the community (go search for it) about the old Fin/Econ extension. 1) It's dead, no one is updating it anymore and 2) Yahoo changed it's internals to make it harder to extract stock data.

So you're left with using something else or manually downloading the stock prices via a CSV and loading it in via a Read CSV operator.

websiteguy

http://investexcel.net/multiple-stock-quote-downloader-for-excel/

this still works its great you can download stock data for say 100 AIM Tickers, and each gets printed to its own csv.

you can merge and find say, all stocks under X with avarage volume Y over N days

to quickly wittle down Stocks with growing interest that are Low cost.

I picked ELan oil and gas with this method @ 0.27 touched 1.37 couple of days ago

Have not incoorporated in rapidminer, would be great to load 100s of ticker data and perform some filtering analysis on them ...

websiteguy

Hi just a quick update, you have to click the "get stock quote" button twice sometimes to get the cookie it seems..

London stock exchange AIM List Tickers

you can get cryptos like this using the spreadsheet

XRP-USD
BTC-USD
ETH-USD