Building Block Assistance - Regression Model for S&P500

Discussion in 'Strategy Development' started by bscully27, Feb 3, 2012.

  1. I am looking for a basic tutorial / guide on how to take a dataset of S&P500 data to forecast future prices.

    I have done regression predictions for one future value but when I start thinking about time series, i'm not sure how to proceed.

    Again, any basic step by step guide (link, article, etc) would be much appreciated.

    Thank you,

  2. rosy2