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How to analyze multiple components with multiple variable


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Hello, I'm trying to find what the best way would be to do predictive modeling for a bunch of stocks over a predefined period of time with multiple variables. I am trying to use Statistica to do this but with my limited knowledge of the program I've hid a dead end. Is there another tool in TIBCO that would work better for this type of analysis My data source is an excel file with multiple worksheets. Each worksheet represents a particular variable (ie. Price, 50 Day Moving Avg, Volume etc...). I am trying to see if these multiple varibles of stock A, stock B .... stock Z from time period (in days) from 1 thru 10 can be used to predict price movement in day 11 or 12. I used multiple regression but I can only run it one at a time. Is there a way to analyze over a 1000 stocks with all of their variables simultaneously Data is set up in the following format for each variable worksheet. Price Worksheet Symbol D1 D2 D3 D4 D5.....D10 ABC 10 11 13 15 16 20 DEF 51 50 50 53 55 60 Volume Worksheet Symbol D1 D2 D3 D4 D5.....D10 ABC 100 101 103 150 106 200 DEF 451 540 502 253 455 760
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  • 4 weeks later...

Hi @getjiju,

You can import your excel files as Statistica spreadsheets by following the below method:

https://support.tibco.com/s/article/How-to-import-an-Excel-spreadsheet-a...

Once the data is within Statistica, you can choose from Multiple regression models in Statistica :

http://documentation.statsoft.com/STATISTICAHelp.aspxpath=Gxx/Glm/Examp...

http://documentation.statsoft.com/STATISTICAHelp.aspxpath=Gxx/MARSpline...

You may also choose to plot Multi variate Quality Control charts for the same:

https://support.tibco.com/s/article/How-to-create-Multi-Variate-X-and-MR...

If you have more specific questions or need further assistance, feel free to create a case in https://support.tibco.com/s/ so one of our engineers can assist you as needed.

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