arima-forecast

SKILLWorkflowcommunity
v0.0.0SpideyHp27MITUpdated 24d agoSource →

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

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24d agoLast update
Skill
AuthorSpideyHp27
Version0.0.0
LicenseMIT
CategoryWorkflow
Formatsskill.md
PromptNot published
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Claude✓ Supported
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ChatGPT
Gemini
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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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