Use Vector Models with Multiple Strongly Correlated Time Series 

The prices of precious metals are strongly correlated. Analyze vector of prices for silver, gold, and platinum, with silver prices multiplied by 100, from May 1, 2012 to May 1, 2014.

show complete Wolfram Language input
In[3]:=
Click for copyable input
X
In[4]:=
Click for copyable input
X
Out[4]=

Fit an ARMAProcess to the data.

In[5]:=
Click for copyable input
X
Out[5]=

The model is weakly stationary and invertible.

In[6]:=
Click for copyable input
X
Out[6]=
In[7]:=
Click for copyable input
X
Out[7]=

Find forecast for the next 90 days.

In[8]:=
Click for copyable input
X
Out[8]=
In[9]:=
Click for copyable input
X
Out[9]=