Adjustable Forecast Plotter



Adjustable Forecast Plotter

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ReproduciblePitch


On Github edrogers / ReproduciblePitch

Adjustable Forecast Plotter

Exponential Smoothing to Forecast European Stock Markets

Data for European Stock Markets is readily-available

library(datasets)
data("EuStockMarkets")
plot(EuStockMarkets)

Exponential Smoothing to Forecast

These time-series can be forecast beyond their endpoints with the Holt, Winters, & Brown (aka Exponential) Smoothing filter.

library(forecast)
plot(forecast(holt(EuStockMarkets[,1],h=260)),main=paste("Holt Forecast for",dimnames(EuStockMarkets)[[2]][1]))

Rolling Back the Clock

What would these forecasts have shown if they had been made earlier in the dataset. This Shiny App will examine the effect of limiting the data and extending the Exponential Smoothing forecast over a longer period.

Adjustable Forecast Shiny App

Multiple Variables to Tune

The Shiny App allows users to adjust when the starting year of the forecast with a slider. The European Market Index can be selected from a choice of radio buttons. Last, extra tabs are present in the layout to include documentation and a numerical table of a forecast subset.