代写Portfolio 2: Investigating Data for Time Series Analysis代写C/C++语言

PMPE Mathematics for PG

Portfolio 2

Portfolio 2: Investigating Data for Time Series Analysis

This investigation is to be completed independently.

The main purpose of this investigation is to demonstrate your understanding of the skills and tools suitable for Time series analysis through a statistical investigation process. In this portfolio, you will need to:

1. Demonstrate your ability to investigate time series data with justification and statistical insight.

2. Demonstrate your ability to use technology to support your analysis.

3. Demonstrate satisfactory digital, literacy and communications skills.

Important Dates:

Due date: Week 8

Reminders:

- Use Microsoft Word to type your portfolio (you can download your free Microsoft Office 365 subscription as students from the University of Adelaide)

- Save your work as you go. Save it to the Cloud (Box/OneDrive, etc.) to avoid losing your work.

- Show all your workings.

- When you are ready to submit your work. Save your file as a PDF first.

- Type all mathematics using maths notation such as Maths Equations or Maths Type.

- Use technology (Microsoft Excel) to produce all required tables and graphs.

- Use academic writing (do not use first-person, slang or informal tone or language).

- In this paper, assume you are the ‘expert’ in your field, and you need to write in a professional manner so that ‘non-expert’ readers can understand. Do not present this like a school paper. Instead, consider how you need to write this paper for professional body, and what information you need to include for such readers to understand.

- Type everything in English.

- Use the spell check (editor/Grammarly) to check for spelling and grammatical errors.

- Ensure your report is presentable (all sections presented clearly and formatted correctly, consistent use of font style, etc.)

- Include in text references and a reference list (Harvard referencing)

- If you need help, ask your tutor.

Your Portfolio submission:

Your portfolio submission should have the following sections:

1. Title Page

2. Table of Contents

3. Introduction

Introduce what the portfolio is about, what are the aims of the portfolio, what are some of the key points the paper will discuss, etc.

Define the purpose, state any predictions.

Note: After the introduction, you would usually connect your study with the current literature (i.e. a literature review) by doing research with referencing. Although we won’t have a literature review section in this paper, it is important to collate such literature and refer to them in your paper.

4. Data Collection

Discuss what data you collected, where the data was collected from (state the source of your data with appropriate referencing, and what parameters you set.

Explain your variables.

5. Analysis and Discussion

Refer to the next page for the analysis you need to conduct. You will need to summarise it in this section. Make sure you include all important information, graphs, tables, etc.

6. Conclusion

Concluding analysis with a summary, linking back to the purpose. You can restate the aim of the study.

Discuss impacts on findings

Discuss any limitations and/or further research/recommendations.

1. Selecting and collating the data:

1. Select one of the top 200 Australian companies that is listed on the Australian Securities Exchange (ASX). You can find a list of companies here: https://www.marketindex.com.au/asx-listed-companies.

2. Go to https://au.finance.yahoo.com/australia/ and in the top search bar, search for your company.

3. Click on ‘Historical Data’

4. Select your parameters (e.g., Time period = 5 years, Frequency = Monthly) and then click ‘apply’.

5. Click ‘download’ for the .csv file.

2. Analysing the data:

1. You will be required to perform. your own statistical investigation on your dataset (like in part 1) in order to make predictions (forecast) about possible future stock prices for the company. The aim is to predict the closing price in a year’s time.

2. You will need to produce and analyse the table and graphs for:

a. The raw data,

b. Moving averages (select an appropriate odd number moving average and justify)

c. Moving averages and centring (select an appropriate even number and justify)

d. Deseasonalisation using quarterly returns. We will be using the ‘average quarterly closing price’ for the quarterly closing price.

3. Collate your findings in a Statistical Investigation report. Refer to the information below for the sections required in the report.

Note: You need to submit your Excel file with your graphs and calculations along with your report.

The statistical investigation process:

The following steps form. the rigorous and complete statistical investigation process that you will need to apply to portfolio 2:

1. Identify a problem

a. Defining the purpose

b. Stating predictions

c. Research (literature review) with referencing

2. Collect or obtain data

a. Planning the data collection process (if applicable – when you collect your own data)

b. Explaining the variables

c. Stating the source of the data (if 2a was not applicable, i.e. data collected from third parties)

3. Analyse, interpret data

a. Analysing long term trends

b. Seasonal or cyclical patterns

c. Outliers

d. Forecasting and confidence of such forecasts

4. Communicate results

a. Concluding analysis with a summary, linking back to the purpose

b. Discuss impacts on findings

c. Discuss any limitations and/or further research/recommendations.