2. Timeseries Analysis
A summary of the initial timeseries analyses on historical VIX index data
Overview
The first milestone of the project was to conduct a preliminary timeseries analysis on the VIX dataset. Our data is scrapped daily from the CBOE website via the DownloadCSV.py script. Our analysis was conducted using the TimeSeriesPlot.py script in which we looked at visualizing timeseries plots, timeseries decompositions, stationarity tests, seasonality, data interpolation, and Granger Causality. The results of our preliminary analysis can be found at VIX Timeseries Analysis
More information about the datasets and timeseries analysis can be found at Timeseries README
