This repository is dedicated to the group project for the exam Time Series and Forecasting 🔮

Project's authors are:

• Guglielmo Berzano
• Nicolò Pignatelli

The objective of the project was to create several time series models to forecast the progress of US GDP and select the one minimizing the root mean square error RMSE. This was performed also by considering Inflation, Spread - the difference between long and short-term bonds - and factors, summarised by the principal component analysis PCA.

Data can be retrieved by accessing to their dedicated folder but, in order to see the complete xlsx file, you should download them. Same goes with the code: there is a specific folder from which you can perform the download to inspect code on your local machine using Matlab.

We are open to receive any feedback from you! 🚀

Guglielmo, Nicolò