arima-forecast

SKILLFlusso di lavorocommunity
v0.0.0SpideyHp27MITAggiornato 28 g faFonte →

Box-Jenkins ARIMA forecasting judged honestly against the random walk — order picked by ADF+AIC on train only, walk-forward 1-step forecasts with zero look-ahead, RMSE skill vs naive, directional accuracy vs 50%, Ljung-Box residual check, and a sign-trading proof harness with costs. Use for "forecas

Community-submitted skill. Not yet reviewed by the Forge team. Full prompt content may not be available.Request review →
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1Client
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28 g faUltimo aggiornamento
Skill
AutoreSpideyHp27
Versione0.0.0
LicenzaMIT
CategoriaFlusso di lavoro
Formatiskill.md
PromptNon pubblicato
Compatibilità
Claude✓ Supportato
Cursor
Copilot
ChatGPT
Gemini
Descrizione

Box-Jenkins ARIMA forecasting judged honestly against the random walk — order picked by ADF+AIC on train only, walk-forward 1-step forecasts with zero look-ahead, RMSE skill vs naive, directional accuracy vs 50%, Ljung-Box residual check, and a sign-trading proof harness with costs. Use for "forecast this series", "ARIMA", "does anything predict tomorrow's return". Expects and reports the honest n

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