State Space Models

All state space models are written and estimated in the R programming language. The models are available here with instructions and R procedures for manipulating the models here here.

Tuesday, February 1, 2011

Quick Update: Apple Computer

At 345.03 today (not quite back to the month high) the AAPL stock price is still close to its dynamic attractor for early 2011.
The bootstrap forecast and 98% confidence intervals show that the stock price might be outperforming a little.
The dynamic attractor line also suggests that there could be a small downward correction, but 345 is still pretty close in probability. For me, it still remains a time to hold.

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