jsr-p / seminar-code

Code for seminar: fintopmet

Replication

1. Set your kaggle API key as described here and download kaggle's CLI
2. Download the data by running make data
3. Process (and explore) the data by running the notebook a1-data.ipynb
4. Estimate the recursive and non-recursive models by running make recursive and make non-recursive; alternatively, make models for the two combined
5. Run make forecast to make the forecasts and get the csv-files ready to be submitted