Semi-automatic analysis of a financial series using Python.
➡️ Importing a financial time series via Yahoo Finance API
➡️ Preliminary analysis of the series
➡️ Search for the best ARIMA + GARCH model
➡️ Comparison of the model found with Facebook's Prophet model
The analysis was carried out on the time series of the closing prices of Berkshire Hathaway Inc. (BRK-B) from 01-01-1996 until 14-06-2021. The analysis can be replicated for any time interval and for any stock by modifying the parameters of the function web.DataReader().