iSixSigma

Forecast

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  • #38587

    BN
    Participant

    Hi everybody,
    I am looking for a method to make some kind of forecast for overall yield by month.  I have historical data  but I don’t know which methodology could be the most adequated.
     
    Thanks

    0
    #115612

    Norbert
    Participant

    Regression analysis might be a good choice for forecasting in general.
    It would help, if you were a bit more specific on what you want to achieve/to do and what methods you have considered so far.
    Norbert

    0
    #134283

    Mark Chockalingam
    Participant

    I assume you mean by yield the average realized price series.  For most purposes, time series methods will give you the best results but I would suggest you check the stationarity first.  Give me some more details of the specific examples.
    Mark Chockalingam

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