Predictive Modelling Task - 2.ipynb

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   "cell_type": "markdown",
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   "source": [
    "# Predictive Modelling Task - 2\n",
    "\n",
    "In this workbook, I will process all stocks provided in the dataset using the process-pipeline I developed in task-1.\n",
    "\n",
    "First, I will wrap the forecasting routine into a function:"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 2,
   "metadata": {
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   "outputs": [
    {
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     "text": [
      "                              ARMA Model Results                              \n",
      "==============================================================================\n",
      "Dep. Variable:                     X3   No. Observations:                 2768\n",
      "Model:                     ARMA(1, 1)   Log Likelihood                6734.171\n",
      "Method:                       css-mle   S.D. of innovations              0.021\n",
      "Date:                Wed, 08 Jun 2016   AIC                         -13460.342\n",
      "Time:                        19:58:13   BIC                         -13436.639\n",
      "Sample:                    01-04-2005   HQIC                        -13451.781\n",
      "                         - 12-31-2015                                         \n",
      "==============================================================================\n",
      "                 coef    std err          z      P>|z|      [95.0% Conf. Int.]\n",
      "------------------------------------------------------------------------------\n",
      "const          0.0003      0.000      0.772      0.440        -0.000     0.001\n",
      "ar.L1.X3       0.5033      0.112      4.487      0.000         0.283     0.723\n",
      "ma.L1.X3      -0.5830      0.105     -5.553      0.000        -0.789    -0.377\n",
      "                                    Roots                                    \n",
      "=============================================================================\n",
      "                 Real           Imaginary           Modulus         Frequency\n",
      "-----------------------------------------------------------------------------\n",
      "AR.1            1.9869           +0.0000j            1.9869            0.0000\n",
      "MA.1            1.7152           +0.0000j            1.7152            0.0000\n",
      "-----------------------------------------------------------------------------\n",
      "=====  3-day Returns forecast for closing price of last-day in timeseries ======\n",
      "           Note: The first row in the table corresponds to the last day \n",
      "           closing price of the stock\n",
      "   Stock: X3\n"
     ]
    },
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       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>0</th>\n",
       "      <th>Forecast Log Returns</th>\n",
       "      <th>Forecast 3-day Log Returns</th>\n",
       "      <th>Long term MAE (log returns)</th>\n",
       "      <th>Long term MAPE (log returns) %</th>\n",
       "      <th>Long term DirectionAccuracy (log returns) %</th>\n",
       "      <th>Long term MAE (3-day log returns)</th>\n",
       "      <th>Long term MAPE (3-day log returns) %</th>\n",
       "      <th>Long term DirectionAccuracy (3-day log returns) %</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>2015-12-31</td>\n",
       "      <td>-0.000133</td>\n",
       "      <td>-0.001179</td>\n",
       "      <td>0.014031</td>\n",
       "      <td>146605.880408</td>\n",
       "      <td>52.998555</td>\n",
       "      <td>0.025966</td>\n",
       "      <td>204584.211969</td>\n",
       "      <td>35.07948</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>2016-01-01</td>\n",
       "      <td>0.000486</td>\n",
       "      <td>NaN</td>\n",
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       "    <tr>\n",
       "      <th>2</th>\n",
       "      <td>2016-01-02</td>\n",
       "      <td>0.000374</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.014031</td>\n",
       "      <td>146605.880408</td>\n",
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       "      <td>204584.211969</td>\n",
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       "      <th>3</th>\n",
       "      <td>2016-01-03</td>\n",
       "      <td>0.000318</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.014031</td>\n",
       "      <td>146605.880408</td>\n",
       "      <td>52.998555</td>\n",
       "      <td>0.025966</td>\n",
       "      <td>204584.211969</td>\n",
       "      <td>35.07948</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
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      "text/plain": [
       "           0  Forecast Log Returns  Forecast 3-day Log Returns  \\\n",
       "0 2015-12-31             -0.000133                   -0.001179   \n",
       "1 2016-01-01              0.000486                         NaN   \n",
       "2 2016-01-02              0.000374                         NaN   \n",
       "3 2016-01-03              0.000318                         NaN   \n",
       "\n",
       "   Long term MAE (log returns)  Long term MAPE (log returns) %  \\\n",
       "0                     0.014031                   146605.880408   \n",
       "1                     0.014031                   146605.880408   \n",
       "2                     0.014031                   146605.880408   \n",
       "3                     0.014031                   146605.880408   \n",
       "\n",
       "   Long term DirectionAccuracy (log returns) %  \\\n",
       "0                                    52.998555   \n",
       "1                                    52.998555   \n",
       "2                                    52.998555   \n",
       "3                                    52.998555   \n",
       "\n",
       "   Long term MAE (3-day log returns)  Long term MAPE (3-day log returns) %  \\\n",
       "0                           0.025966                         204584.211969   \n",
       "1                           0.025966                         204584.211969   \n",
       "2                           0.025966                         204584.211969   \n",
       "3                           0.025966                         204584.211969   \n",
       "\n",
       "   Long term DirectionAccuracy (3-day log returns) %  \n",
       "0                                           35.07948  \n",
       "1                                           35.07948  \n",
       "2                                           35.07948  \n",
       "3                                           35.07948  "
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      ">>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>><<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<\n"
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       "<div>\n",
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       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>0</th>\n",
       "      <th>Forecast Log Returns</th>\n",
       "      <th>Forecast 3-day Log Returns</th>\n",
       "      <th>Long term MAE (log returns)</th>\n",
       "      <th>Long term MAPE (log returns) %</th>\n",
       "      <th>Long term DirectionAccuracy (log returns) %</th>\n",
       "      <th>Long term MAE (3-day log returns)</th>\n",
       "      <th>Long term MAPE (3-day log returns) %</th>\n",
       "      <th>Long term DirectionAccuracy (3-day log returns) %</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>2015-12-31</td>\n",
       "      <td>-0.000133</td>\n",
       "      <td>-0.001179</td>\n",
       "      <td>0.014031</td>\n",
       "      <td>146605.880408</td>\n",
       "      <td>52.998555</td>\n",
       "      <td>0.025966</td>\n",
       "      <td>204584.211969</td>\n",
       "      <td>35.07948</td>\n",
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       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>2016-01-01</td>\n",
       "      <td>0.000486</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.014031</td>\n",
       "      <td>146605.880408</td>\n",
       "      <td>52.998555</td>\n",
       "      <td>0.025966</td>\n",
       "      <td>204584.211969</td>\n",
       "      <td>35.07948</td>\n",
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       "    <tr>\n",
       "      <th>2</th>\n",
       "      <td>2016-01-02</td>\n",
       "      <td>0.000374</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.014031</td>\n",
       "      <td>146605.880408</td>\n",
       "      <td>52.998555</td>\n",
       "      <td>0.025966</td>\n",
       "      <td>204584.211969</td>\n",
       "      <td>35.07948</td>\n",
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       "      <th>3</th>\n",
       "      <td>2016-01-03</td>\n",
       "      <td>0.000318</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.014031</td>\n",
       "      <td>146605.880408</td>\n",
       "      <td>52.998555</td>\n",
       "      <td>0.025966</td>\n",
       "      <td>204584.211969</td>\n",
       "      <td>35.07948</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
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      "text/plain": [
       "           0  Forecast Log Returns  Forecast 3-day Log Returns  \\\n",
       "0 2015-12-31             -0.000133                   -0.001179   \n",
       "1 2016-01-01              0.000486                         NaN   \n",
       "2 2016-01-02              0.000374                         NaN   \n",
       "3 2016-01-03              0.000318                         NaN   \n",
       "\n",
       "   Long term MAE (log returns)  Long term MAPE (log returns) %  \\\n",
       "0                     0.014031                   146605.880408   \n",
       "1                     0.014031                   146605.880408   \n",
       "2                     0.014031                   146605.880408   \n",
       "3                     0.014031                   146605.880408   \n",
       "\n",
       "   Long term DirectionAccuracy (log returns) %  \\\n",
       "0                                    52.998555   \n",
       "1                                    52.998555   \n",
       "2                                    52.998555   \n",
       "3                                    52.998555   \n",
       "\n",
       "   Long term MAE (3-day log returns)  Long term MAPE (3-day log returns) %  \\\n",
       "0                           0.025966                         204584.211969   \n",
       "1                           0.025966                         204584.211969   \n",
       "2                           0.025966                         204584.211969   \n",
       "3                           0.025966                         204584.211969   \n",
       "\n",
       "   Long term DirectionAccuracy (3-day log returns) %  \n",
       "0                                           35.07948  \n",
       "1                                           35.07948  \n",
       "2                                           35.07948  \n",
       "3                                           35.07948  "
      ]
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     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "import pandas as pd\n",
    "import numpy as np\n",
    "import warnings\n",
    "# Dickey-Fuller Test\n",
    "from statsmodels.tsa.stattools import adfuller\n",
    "# auto corelation\n",
    "from statsmodels.tsa.stattools import acf\n",
    "from statsmodels.tsa.stattools import pacf\n",
    "# seasonal decompose\n",
    "from statsmodels.tsa.seasonal import seasonal_decompose\n",
    "# ARIMA\n",
    "import statsmodels.tsa as tsa\n",
    "# display\n",
    "from IPython.display import display\n",
    "\n",
    "warnings.filterwarnings('ignore')\n",
    "\n",
    "# plot utilities\n",
    "%matplotlib inline\n",
    "import matplotlib.pyplot as plt\n",
    "import mpld3\n",
    "mpld3.enable_notebook()\n",
    "\n",
    "def testStationarity(ts=None, displaySummary=True, displayPlot=True):\n",
    "    ''' Test whether the input series is stationary or not\n",
    "    '''\n",
    "    # remove NAN's\n",
    "    ts = ts.dropna()\n",
    "    \n",
    "    # create a data frame for X1\n",
    "    dframe = pd.DataFrame(ts.index)\n",
    "    dframe['P(t)'] = ts.values\n",
    "    d = dframe['P(t)'][~dframe['P(t)'].isnull()]\n",
    "\n",
    "    # dickyey-fuller test\n",
    "    df = adfuller(ts)\n",
    "    if df[0] < df[4]['1%']:\n",
    "        confi = 0.99\n",
    "        isStationary = True;\n",
    "        strStationary = ' DFTest: Stationary'+ ' (confidence= %.2f)' % confi\n",
    "        \n",
    "    elif df[0] < df[4]['5%']:\n",
    "        confi = 0.95\n",
    "        isStationary = True;\n",
    "        strStationary = ' DFTest: Stationary'+ ' (confidence= %.2f)' % confi\n",
    "        \n",
    "    elif df[0] < df[4]['10%']:\n",
    "        confi = 0.90\n",
    "        isStationary = True;\n",
    "        strStationary = ' DFTest: Stationary' + ' (confidence= %.2f)' % confi\n",
    "        \n",
    "    else:\n",
    "        confi = 0\n",
    "        isStationary = False;\n",
    "        strStationary = ' DFTest: Non Stationary'\n",
    "        \n",
    "    # moving averages\n",
    "    dframe['MA_30'] = pd.Series.rolling(d, center=False, window=30).mean() # 30 -day MA\n",
    "    dframe['MA_60'] = pd.Series.rolling(d, center=False, window=60).mean() # 60 -day MA\n",
    "    dframe['MA_120'] = pd.Series.rolling(d, center=False, window=120).mean() # 120 -day MA\n",
    "\n",
    "    # standard devs\n",
    "    dframe['SD_30'] = pd.Series.rolling(d, center=False, window=30).std() # 30 -day SD\n",
    "    dframe['SD_60'] = pd.Series.rolling(d, center=False, window=60).std() # 60 -day SD\n",
    "    dframe['SD_120'] = pd.Series.rolling(d, center=False, window=120).std() # 120 -day SD\n",
    "    \n",
    "    if displayPlot:\n",
    "        # plot\n",
    "        dframe.loc[:, ['MA_30', 'MA_60', 'MA_120']].plot( title='Moving Averages - ' + ts.name + strStationary)\n",
    "        dframe.loc[:, ['SD_30', 'SD_60', 'SD_120']].plot( title='Variance - ' + ts.name + strStationary)\n",
    "        \n",
    "    if displaySummary:\n",
    "        print(df)\n",
    "        print('Time series - '+ts.name + ',' + strStationary)\n",
    "        \n",
    "    return isStationary\n",
    "\n",
    "\n",
    "def convert2Stationary(ts=None, disp=True):\n",
    "    ''' Convert a non-stationary time-series to stationary using simple differencing of\n",
    "        log-transformed timeseries\n",
    "        The input time-series is first checked for stationarity then the conversion is done\n",
    "        \n",
    "        input: ts -> time-series in normal price\n",
    "        output: stationary timeseries\n",
    "    '''\n",
    "    # log\n",
    "    ts_log = np.log(ts.dropna())\n",
    "    out = ts_log\n",
    "    if not testStationarity(ts, displayPlot=False, displaySummary=False):\n",
    "        # differencing\n",
    "        out = ts_log - ts_log.shift(1)\n",
    "    \n",
    "    # perform test\n",
    "    if disp:\n",
    "        print(\"=== after conversion test for Stationarity===\")\n",
    "        testStationarity(out, displayPlot=disp, displaySummary=disp)\n",
    "        \n",
    "    return out\n",
    "\n",
    "\n",
    "\n",
    "def forecast_3day_returns(ts=None, ARIMAorder=None):\n",
    "    ''' Forecast 3-day returns using ARIMA modelling\n",
    "    '''\n",
    "    # original timeseries\n",
    "    orig_tseries = ts\n",
    "    # create a new time series by pushing it 3-days ahead and fill it with 0\n",
    "    pushed_tseries = pd.Series(0, orig_tseries.index + pd.Timedelta('3 day'))\n",
    "    # extract the last 3-days from pushed_tseries and append it to original timeseries\n",
    "    tseries = orig_tseries.append(pushed_tseries[-3 : pushed_tseries.shape[0]], verify_integrity=True)\n",
    "\n",
    "    # convert original timeseries X3 to stationary\n",
    "    day_returns = convert2Stationary(ts, False)\n",
    "    # index-0 of day_returns will be NAN due to differencing.\n",
    "    # usually day_returns[original_length+1] will have -INF due to 0 insertion.\n",
    "\n",
    "    if ARIMAorder is None:\n",
    "        ARIMAorder = (1,0,1)\n",
    "        \n",
    "    # modelling (use all data starting from index-1 day of day_returns to the lastday of the orignal timeseries)\n",
    "    model = tsa.arima_model.ARIMA(day_returns.ix[1:], ARIMAorder).fit(disp=-1)\n",
    "    print(model.summary())\n",
    "\n",
    "    # index of day_returns runs from 0:day_returns.shape[0]-1, there are total of day_returns.shape[0] elements\n",
    "    # we are ignoring inedx-0 while training (it might contain NAN due to differencing), hence we are only training\n",
    "    # with day_returns.shape[0]-1 elements (with indexing running from 1:day_returns.shape[0]-1). \n",
    "    # Therefore the the trained-model will have a length of ((day_returns.shape[0]-1)-1)\n",
    "    # For prediction, the starting index should atleast be the last fittedvalue.\n",
    "\n",
    "    # predict\n",
    "    preds = model.predict(model.fittedvalues.shape[0]-1, model.fittedvalues.shape[0]+2 )\n",
    "\n",
    "    ### calculate error metrics and accuracy of fittedvalues\n",
    "    # Original-returns: calculate rolling_sum of log-returns over a window of 4 days, including current day\n",
    "    orig_returns = day_returns[1:]\n",
    "    rollsum = pd.Series.rolling(orig_returns, center=False, window=4).sum()\n",
    "    orig_3day_returns =  orig_returns - rollsum.shift(-3)\n",
    "    # fitted-returns: \n",
    "    rollsum = pd.Series.rolling(model.fittedvalues, center=False, window=4).sum()\n",
    "    fitted_3day_returns =  model.fittedvalues - rollsum.shift(-3)\n",
    "    # display dataframe\n",
    "\n",
    "    statsFrame = pd.DataFrame(orig_returns.index)\n",
    "    statsFrame['Orig Log Returns'] = orig_returns.values\n",
    "    statsFrame['Pred Log Returns'] = model.fittedvalues.values\n",
    "    statsFrame['AbsError'] = np.abs(orig_returns.values - model.fittedvalues.values)\n",
    "    statsFrame['AbsPercentError(%)'] = np.abs((orig_returns.values - model.fittedvalues.values)/(orig_returns.values+0.00000001)) * 100 \n",
    "    statsFrame['DirectionAccuracy'] = ~((orig_returns.values > 0) != (model.fittedvalues.values > 0))\n",
    "    statsFrame['Orig 3-day Log returns'] = orig_3day_returns.values\n",
    "    statsFrame['Pred 3-day Log returns'] = fitted_3day_returns.values\n",
    "    statsFrame['3-day AbsError'] = np.abs(orig_3day_returns.values - fitted_3day_returns.values)\n",
    "    statsFrame['3-day AbsPercentError(%)'] = np.abs((orig_3day_returns.values - fitted_3day_returns.values)/(orig_3day_returns.values+0.00000001)) * 100 \n",
    "    statsFrame['3-day DirectionAccuracy'] = ~((orig_3day_returns.values > 0) != (fitted_3day_returns.values > 0))\n",
    "    # calculate\n",
    "\n",
    "\n",
    "    # create a fitted_day_returns series using index from new timeseries (created used pushed_timeseries) and fittedvalues\n",
    "    fitted_day_returns = pd.Series(model.fittedvalues, index=tseries.index)\n",
    "    # copy the forecast values to correct dates\n",
    "    fitted_day_returns[-4 : fitted_day_returns.shape[0]] = preds\n",
    "    forecast_day_returns = fitted_day_returns[-4 : fitted_day_returns.shape[0]]\n",
    "\n",
    "    # Predicted-returns: \n",
    "    rollsum = pd.Series.rolling(forecast_day_returns, center=False, window=4).sum()\n",
    "    forecast_3day_returns =  forecast_day_returns - rollsum.shift(-3)\n",
    "\n",
    "    # Display\n",
    "    print(\"=====  3-day Returns forecast for closing price of last-day in timeseries ======\")\n",
    "    print(\"           Note: The first row in the table corresponds to the last day \\n           closing price of the stock\")\n",
    "    print(\"   Stock: \"+ ts.name)\n",
    "    futureFrame = pd.DataFrame(forecast_day_returns.index)\n",
    "    futureFrame['Forecast Log Returns'] = forecast_day_returns.values\n",
    "    futureFrame['Forecast 3-day Log Returns'] = forecast_3day_returns.values\n",
    "    futureFrame['Long term MAE (log returns)'] = np.mean(statsFrame['AbsError'])\n",
    "    futureFrame['Long term MAPE (log returns) %'] = np.mean(statsFrame['AbsPercentError(%)']/100)*100\n",
    "    futureFrame['Long term DirectionAccuracy (log returns) %'] = (sum(statsFrame['DirectionAccuracy'])/statsFrame.shape[0]) * 100\n",
    "    futureFrame['Long term MAE (3-day log returns)'] = np.mean(statsFrame['3-day AbsError'])\n",
    "    futureFrame['Long term MAPE (3-day log returns) %'] = np.mean(statsFrame['3-day AbsPercentError(%)']/100) * 100 \n",
    "    futureFrame['Long term DirectionAccuracy (3-day log returns) %'] = (sum(statsFrame['3-day DirectionAccuracy'])/statsFrame.shape[0]) * 100\n",
    "    display(futureFrame)\n",
    "    print('>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>><<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<')\n",
    "    \n",
    "    \n",
    "    return futureFrame\n",
    "\n",
    "\n",
    "\n",
    "# test- forecast\n",
    "# convert data to time-series data while reading from csv itself\n",
    "dailyPrices = pd.read_csv('dailyPrices_AtClose.csv', parse_dates='t()', index_col='t()')\n",
    "#dailyPrices.index # check if the index is datetime\n",
    "# re-index and set frequency='D'\n",
    "dates = pd.date_range(dailyPrices.index[0], dailyPrices.index[-1], freq='D')\n",
    "dailyPrices = dailyPrices.reindex(dates)\n",
    "#dailyPrices.index\n",
    "\n",
    "forecast_3day_returns(dailyPrices.X3)\n",
    "    \n"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "### Process All Stocks\n",
    "\n",
    "I will now loop through all stocks and present the results."
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 3,
   "metadata": {
    "collapsed": false
   },
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "*******************************    Stock :  X1   ****************************\n",
      "                              ARMA Model Results                              \n",
      "==============================================================================\n",
      "Dep. Variable:                     X1   No. Observations:                  977\n",
      "Model:                     ARMA(1, 0)   Log Likelihood                2927.165\n",
      "Method:                       css-mle   S.D. of innovations              0.012\n",
      "Date:                Wed, 08 Jun 2016   AIC                          -5848.330\n",
      "Time:                        19:58:18   BIC                          -5833.676\n",
      "Sample:                    01-04-2005   HQIC                         -5842.754\n",
      "                         - 11-18-2008                                         \n",
      "==============================================================================\n",
      "                 coef    std err          z      P>|z|      [95.0% Conf. Int.]\n",
      "------------------------------------------------------------------------------\n",
      "const          0.0004      0.000      1.201      0.230        -0.000     0.001\n",
      "ar.L1.X1      -0.1273      0.032     -4.013      0.000        -0.189    -0.065\n",
      "                                    Roots                                    \n",
      "=============================================================================\n",
      "                 Real           Imaginary           Modulus         Frequency\n",
      "-----------------------------------------------------------------------------\n",
      "AR.1           -7.8562           +0.0000j            7.8562            0.5000\n",
      "-----------------------------------------------------------------------------\n",
      "=====  3-day Returns forecast for closing price of last-day in timeseries ======\n",
      "           Note: The first row in the table corresponds to the last day \n",
      "           closing price of the stock\n",
      "   Stock: X1\n"
     ]
    },
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       "      <th>0</th>\n",
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       "      <th>Forecast 3-day Log Returns</th>\n",
       "      <th>Long term MAE (log returns)</th>\n",
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       "           0  Forecast Log Returns  Forecast 3-day Log Returns  \\\n",
       "0 2015-12-31              0.000316                   -0.001284   \n",
       "1 2016-01-01              0.000465                         NaN   \n",
       "2 2016-01-02              0.000406                         NaN   \n",
       "3 2016-01-03              0.000413                         NaN   \n",
       "\n",
       "   Long term MAE (log returns)  Long term MAPE (log returns) %  \\\n",
       "0                     0.008147                    90475.878952   \n",
       "1                     0.008147                    90475.878952   \n",
       "2                     0.008147                    90475.878952   \n",
       "3                     0.008147                    90475.878952   \n",
       "\n",
       "   Long term DirectionAccuracy (log returns) %  \\\n",
       "0                                    53.224156   \n",
       "1                                    53.224156   \n",
       "2                                    53.224156   \n",
       "3                                    53.224156   \n",
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       "   Long term MAE (3-day log returns)  Long term MAPE (3-day log returns) %  \\\n",
       "0                           0.014308                           33165.12993   \n",
       "1                           0.014308                           33165.12993   \n",
       "2                           0.014308                           33165.12993   \n",
       "3                           0.014308                           33165.12993   \n",
       "\n",
       "   Long term DirectionAccuracy (3-day log returns) %  \n",
       "0                                          36.745138  \n",
       "1                                          36.745138  \n",
       "2                                          36.745138  \n",
       "3                                          36.745138  "
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      ">>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>><<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<\n",
      "*******************************    Stock :  X2   ****************************\n",
      "                              ARMA Model Results                              \n",
      "==============================================================================\n",
      "Dep. Variable:                     X2   No. Observations:                 1008\n",
      "Model:                     ARMA(1, 0)   Log Likelihood                2749.797\n",
      "Method:                       css-mle   S.D. of innovations              0.016\n",
      "Date:                Wed, 08 Jun 2016   AIC                          -5493.594\n",
      "Time:                        19:58:18   BIC                          -5478.847\n",
      "Sample:                    01-04-2005   HQIC                         -5487.992\n",
      "                         - 01-05-2009                                         \n",
      "==============================================================================\n",
      "                 coef    std err          z      P>|z|      [95.0% Conf. Int.]\n",
      "------------------------------------------------------------------------------\n",
      "const          0.0006      0.000      1.150      0.250        -0.000     0.001\n",
      "ar.L1.X2      -0.0413      0.031     -1.313      0.190        -0.103     0.020\n",
      "                                    Roots                                    \n",
      "=============================================================================\n",
      "                 Real           Imaginary           Modulus         Frequency\n",
      "-----------------------------------------------------------------------------\n",
      "AR.1          -24.2207           +0.0000j           24.2207            0.5000\n",
      "-----------------------------------------------------------------------------\n",
      "=====  3-day Returns forecast for closing price of last-day in timeseries ======\n",
      "           Note: The first row in the table corresponds to the last day \n",
      "           closing price of the stock\n",
      "   Stock: X2\n"
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       "           0  Forecast Log Returns  Forecast 3-day Log Returns  \\\n",
       "0 2015-12-31              0.000525                   -0.001672   \n",
       "1 2016-01-01              0.000573                         NaN   \n",
       "2 2016-01-02              0.000549                         NaN   \n",
       "3 2016-01-03              0.000550                         NaN   \n",
       "\n",
       "   Long term MAE (log returns)  Long term MAPE (log returns) %  \\\n",
       "0                     0.009607                    72649.480731   \n",
       "1                     0.009607                    72649.480731   \n",
       "2                     0.009607                    72649.480731   \n",
       "3                     0.009607                    72649.480731   \n",
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       "0                                    50.892857   \n",
       "1                                    50.892857   \n",
       "2                                    50.892857   \n",
       "3                                    50.892857   \n",
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       "   Long term MAE (3-day log returns)  Long term MAPE (3-day log returns) %  \\\n",
       "0                           0.017149                         172515.825677   \n",
       "1                           0.017149                         172515.825677   \n",
       "2                           0.017149                         172515.825677   \n",
       "3                           0.017149                         172515.825677   \n",
       "\n",
       "   Long term DirectionAccuracy (3-day log returns) %  \n",
       "0                                          51.190476  \n",
       "1                                          51.190476  \n",
       "2                                          51.190476  \n",
       "3                                          51.190476  "
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      ">>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>><<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<\n",
      "*******************************    Stock :  X3   ****************************\n",
      "                              ARMA Model Results                              \n",
      "==============================================================================\n",
      "Dep. Variable:                     X3   No. Observations:                 2768\n",
      "Model:                     ARMA(1, 0)   Log Likelihood                6727.408\n",
      "Method:                       css-mle   S.D. of innovations              0.021\n",
      "Date:                Wed, 08 Jun 2016   AIC                         -13448.817\n",
      "Time:                        19:58:18   BIC                         -13431.039\n",
      "Sample:                    01-04-2005   HQIC                        -13442.396\n",
      "                         - 12-31-2015                                         \n",
      "==============================================================================\n",
      "                 coef    std err          z      P>|z|      [95.0% Conf. Int.]\n",
      "------------------------------------------------------------------------------\n",
      "const          0.0003      0.000      0.684      0.494        -0.000     0.001\n",
      "ar.L1.X3      -0.0598      0.019     -3.154      0.002        -0.097    -0.023\n",
      "                                    Roots                                    \n",
      "=============================================================================\n",
      "                 Real           Imaginary           Modulus         Frequency\n",
      "-----------------------------------------------------------------------------\n",
      "AR.1          -16.7111           +0.0000j           16.7111            0.5000\n",
      "-----------------------------------------------------------------------------\n",
      "=====  3-day Returns forecast for closing price of last-day in timeseries ======\n",
      "           Note: The first row in the table corresponds to the last day \n",
      "           closing price of the stock\n",
      "   Stock: X3\n"
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       "           0  Forecast Log Returns  Forecast 3-day Log Returns  \\\n",
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       "2 2016-01-02              0.000241                         NaN   \n",
       "3 2016-01-03              0.000262                         NaN   \n",
       "\n",
       "   Long term MAE (log returns)  Long term MAPE (log returns) %  \\\n",
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       "0                                     51.66185   \n",
       "1                                     51.66185   \n",
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       "3                                     51.66185   \n",
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       "1                           0.025225                          75643.114964   \n",
       "2                           0.025225                          75643.114964   \n",
       "3                           0.025225                          75643.114964   \n",
       "\n",
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       "0                                          32.189306  \n",
       "1                                          32.189306  \n",
       "2                                          32.189306  \n",
       "3                                          32.189306  "
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      ">>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>><<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<\n",
      "*******************************    Stock :  X4   ****************************\n",
      "                              ARMA Model Results                              \n",
      "==============================================================================\n",
      "Dep. Variable:                     X4   No. Observations:                 2346\n",
      "Model:                     ARMA(1, 0)   Log Likelihood                6042.728\n",
      "Method:                       css-mle   S.D. of innovations              0.018\n",
      "Date:                Wed, 08 Jun 2016   AIC                         -12079.456\n",
      "Time:                        19:58:19   BIC                         -12062.175\n",
      "Sample:                    01-04-2005   HQIC                        -12073.162\n",
      "                         - 04-30-2014                                         \n",
      "==============================================================================\n",
      "                 coef    std err          z      P>|z|      [95.0% Conf. Int.]\n",
      "------------------------------------------------------------------------------\n",
      "const          0.0002      0.000      0.634      0.526        -0.001     0.001\n",
      "ar.L1.X4       0.0275      0.021      1.333      0.183        -0.013     0.068\n",
      "                                    Roots                                    \n",
      "=============================================================================\n",
      "                 Real           Imaginary           Modulus         Frequency\n",
      "-----------------------------------------------------------------------------\n",
      "AR.1           36.3580           +0.0000j           36.3580            0.0000\n",
      "-----------------------------------------------------------------------------\n",
      "=====  3-day Returns forecast for closing price of last-day in timeseries ======\n",
      "           Note: The first row in the table corresponds to the last day \n",
      "           closing price of the stock\n",
      "   Stock: X4\n"
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       "      <td>20460.270749</td>\n",
       "      <td>49.786871</td>\n",
       "      <td>0.020752</td>\n",
       "      <td>38833.967946</td>\n",
       "      <td>60.656436</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>3</th>\n",
       "      <td>2016-01-03</td>\n",
       "      <td>0.000248</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.011833</td>\n",
       "      <td>20460.270749</td>\n",
       "      <td>49.786871</td>\n",
       "      <td>0.020752</td>\n",
       "      <td>38833.967946</td>\n",
       "      <td>60.656436</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "           0  Forecast Log Returns  Forecast 3-day Log Returns  \\\n",
       "0 2015-12-31              0.000238                   -0.000743   \n",
       "1 2016-01-01              0.000248                         NaN   \n",
       "2 2016-01-02              0.000248                         NaN   \n",
       "3 2016-01-03              0.000248                         NaN   \n",
       "\n",
       "   Long term MAE (log returns)  Long term MAPE (log returns) %  \\\n",
       "0                     0.011833                    20460.270749   \n",
       "1                     0.011833                    20460.270749   \n",
       "2                     0.011833                    20460.270749   \n",
       "3                     0.011833                    20460.270749   \n",
       "\n",
       "   Long term DirectionAccuracy (log returns) %  \\\n",
       "0                                    49.786871   \n",
       "1                                    49.786871   \n",
       "2                                    49.786871   \n",
       "3                                    49.786871   \n",
       "\n",
       "   Long term MAE (3-day log returns)  Long term MAPE (3-day log returns) %  \\\n",
       "0                           0.020752                          38833.967946   \n",
       "1                           0.020752                          38833.967946   \n",
       "2                           0.020752                          38833.967946   \n",
       "3                           0.020752                          38833.967946   \n",
       "\n",
       "   Long term DirectionAccuracy (3-day log returns) %  \n",
       "0                                          60.656436  \n",
       "1                                          60.656436  \n",
       "2                                          60.656436  \n",
       "3                                          60.656436  "
      ]
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     "text": [
      ">>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>><<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<\n",
      "*******************************    Stock :  X5   ****************************\n",
      "                              ARMA Model Results                              \n",
      "==============================================================================\n",
      "Dep. Variable:                     X5   No. Observations:                 2768\n",
      "Model:                     ARMA(1, 0)   Log Likelihood                7843.834\n",
      "Method:                       css-mle   S.D. of innovations              0.014\n",
      "Date:                Wed, 08 Jun 2016   AIC                         -15681.667\n",
      "Time:                        19:58:19   BIC                         -15663.890\n",
      "Sample:                    01-04-2005   HQIC                        -15675.246\n",
      "                         - 12-31-2015                                         \n",
      "==============================================================================\n",
      "                 coef    std err          z      P>|z|      [95.0% Conf. Int.]\n",
      "------------------------------------------------------------------------------\n",
      "const          0.0006      0.000      2.352      0.019      9.94e-05     0.001\n",
      "ar.L1.X5      -0.0677      0.019     -3.572      0.000        -0.105    -0.031\n",
      "                                    Roots                                    \n",
      "=============================================================================\n",
      "                 Real           Imaginary           Modulus         Frequency\n",
      "-----------------------------------------------------------------------------\n",
      "AR.1          -14.7602           +0.0000j           14.7602            0.5000\n",
      "-----------------------------------------------------------------------------\n",
      "=====  3-day Returns forecast for closing price of last-day in timeseries ======\n",
      "           Note: The first row in the table corresponds to the last day \n",
      "           closing price of the stock\n",
      "   Stock: X5\n"
     ]
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       "      <th>Long term MAE (log returns)</th>\n",
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       "      <td>53744.894793</td>\n",
       "      <td>52.637283</td>\n",
       "      <td>0.017455</td>\n",
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       "      <td>2016-01-01</td>\n",
       "      <td>0.002081</td>\n",
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       "      <td>53744.894793</td>\n",
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       "           0  Forecast Log Returns  Forecast 3-day Log Returns  \\\n",
       "0 2015-12-31              0.001029                   -0.003179   \n",
       "1 2016-01-01              0.002081                         NaN   \n",
       "2 2016-01-02              0.000495                         NaN   \n",
       "3 2016-01-03              0.000603                         NaN   \n",
       "\n",
       "   Long term MAE (log returns)  Long term MAPE (log returns) %  \\\n",
       "0                     0.009933                    53744.894793   \n",
       "1                     0.009933                    53744.894793   \n",
       "2                     0.009933                    53744.894793   \n",
       "3                     0.009933                    53744.894793   \n",
       "\n",
       "   Long term DirectionAccuracy (log returns) %  \\\n",
       "0                                    52.637283   \n",
       "1                                    52.637283   \n",
       "2                                    52.637283   \n",
       "3                                    52.637283   \n",
       "\n",
       "   Long term MAE (3-day log returns)  Long term MAPE (3-day log returns) %  \\\n",
       "0                           0.017455                          40645.700103   \n",
       "1                           0.017455                          40645.700103   \n",
       "2                           0.017455                          40645.700103   \n",
       "3                           0.017455                          40645.700103   \n",
       "\n",
       "   Long term DirectionAccuracy (3-day log returns) %  \n",
       "0                                          46.278902  \n",
       "1                                          46.278902  \n",
       "2                                          46.278902  \n",
       "3                                          46.278902  "
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     "text": [
      ">>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>><<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<\n",
      "*******************************    Stock :  X6   ****************************\n",
      "                              ARMA Model Results                              \n",
      "==============================================================================\n",
      "Dep. Variable:                     X6   No. Observations:                 2768\n",
      "Model:                     ARMA(1, 0)   Log Likelihood                8118.170\n",
      "Method:                       css-mle   S.D. of innovations              0.013\n",
      "Date:                Wed, 08 Jun 2016   AIC                         -16230.339\n",
      "Time:                        19:58:19   BIC                         -16212.562\n",
      "Sample:                    01-04-2005   HQIC                        -16223.919\n",
      "                         - 12-31-2015                                         \n",
      "==============================================================================\n",
      "                 coef    std err          z      P>|z|      [95.0% Conf. Int.]\n",
      "------------------------------------------------------------------------------\n",
      "const          0.0003      0.000      1.108      0.268        -0.000     0.001\n",
      "ar.L1.X6      -0.0034      0.019     -0.180      0.858        -0.041     0.034\n",
      "                                    Roots                                    \n",
      "=============================================================================\n",
      "                 Real           Imaginary           Modulus         Frequency\n",
      "-----------------------------------------------------------------------------\n",
      "AR.1         -293.1003           +0.0000j          293.1003            0.5000\n",
      "-----------------------------------------------------------------------------\n",
      "=====  3-day Returns forecast for closing price of last-day in timeseries ======\n",
      "           Note: The first row in the table corresponds to the last day \n",
      "           closing price of the stock\n",
      "   Stock: X6\n"
     ]
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       "      <th>Long term MAPE (log returns) %</th>\n",
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       "      <td>0.000306</td>\n",
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       "      <td>0.000270</td>\n",
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       "      <td>0.008878</td>\n",
       "      <td>46390.892921</td>\n",
       "      <td>50.072254</td>\n",
       "      <td>0.015474</td>\n",
       "      <td>77082.060541</td>\n",
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       "</table>\n",
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       "           0  Forecast Log Returns  Forecast 3-day Log Returns  \\\n",
       "0 2015-12-31              0.000280                   -0.000846   \n",
       "1 2016-01-01              0.000306                         NaN   \n",
       "2 2016-01-02              0.000270                         NaN   \n",
       "3 2016-01-03              0.000270                         NaN   \n",
       "\n",
       "   Long term MAE (log returns)  Long term MAPE (log returns) %  \\\n",
       "0                     0.008878                    46390.892921   \n",
       "1                     0.008878                    46390.892921   \n",
       "2                     0.008878                    46390.892921   \n",
       "3                     0.008878                    46390.892921   \n",
       "\n",
       "   Long term DirectionAccuracy (log returns) %  \\\n",
       "0                                    50.072254   \n",
       "1                                    50.072254   \n",
       "2                                    50.072254   \n",
       "3                                    50.072254   \n",
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       "   Long term MAE (3-day log returns)  Long term MAPE (3-day log returns) %  \\\n",
       "0                           0.015474                          77082.060541   \n",
       "1                           0.015474                          77082.060541   \n",
       "2                           0.015474                          77082.060541   \n",
       "3                           0.015474                          77082.060541   \n",
       "\n",
       "   Long term DirectionAccuracy (3-day log returns) %  \n",
       "0                                          53.359827  \n",
       "1                                          53.359827  \n",
       "2                                          53.359827  \n",
       "3                                          53.359827  "
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      ">>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>><<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<\n",
      "*******************************    Stock :  X7   ****************************\n",
      "                              ARMA Model Results                              \n",
      "==============================================================================\n",
      "Dep. Variable:                     X7   No. Observations:                 2768\n",
      "Model:                     ARMA(1, 0)   Log Likelihood                7207.779\n",
      "Method:                       css-mle   S.D. of innovations              0.018\n",
      "Date:                Wed, 08 Jun 2016   AIC                         -14409.558\n",
      "Time:                        19:58:19   BIC                         -14391.780\n",
      "Sample:                    01-04-2005   HQIC                        -14403.137\n",
      "                         - 12-31-2015                                         \n",
      "==============================================================================\n",
      "                 coef    std err          z      P>|z|      [95.0% Conf. Int.]\n",
      "------------------------------------------------------------------------------\n",
      "const          0.0005      0.000      1.582      0.114        -0.000     0.001\n",
      "ar.L1.X7      -0.0475      0.019     -2.503      0.012        -0.085    -0.010\n",
      "                                    Roots                                    \n",
      "=============================================================================\n",
      "                 Real           Imaginary           Modulus         Frequency\n",
      "-----------------------------------------------------------------------------\n",
      "AR.1          -21.0448           +0.0000j           21.0448            0.5000\n",
      "-----------------------------------------------------------------------------\n",
      "=====  3-day Returns forecast for closing price of last-day in timeseries ======\n",
      "           Note: The first row in the table corresponds to the last day \n",
      "           closing price of the stock\n",
      "   Stock: X7\n"
     ]
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       "      <td>52.637283</td>\n",
       "      <td>0.019947</td>\n",
       "      <td>162971.869988</td>\n",
       "      <td>48.08526</td>\n",
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       "           0  Forecast Log Returns  Forecast 3-day Log Returns  \\\n",
       "0 2015-12-31              0.000834                   -0.001914   \n",
       "1 2016-01-01              0.000904                         NaN   \n",
       "2 2016-01-02              0.000495                         NaN   \n",
       "3 2016-01-03              0.000515                         NaN   \n",
       "\n",
       "   Long term MAE (log returns)  Long term MAPE (log returns) %  \\\n",
       "0                     0.011353                    76274.087156   \n",
       "1                     0.011353                    76274.087156   \n",
       "2                     0.011353                    76274.087156   \n",
       "3                     0.011353                    76274.087156   \n",
       "\n",
       "   Long term DirectionAccuracy (log returns) %  \\\n",
       "0                                    52.637283   \n",
       "1                                    52.637283   \n",
       "2                                    52.637283   \n",
       "3                                    52.637283   \n",
       "\n",
       "   Long term MAE (3-day log returns)  Long term MAPE (3-day log returns) %  \\\n",
       "0                           0.019947                         162971.869988   \n",
       "1                           0.019947                         162971.869988   \n",
       "2                           0.019947                         162971.869988   \n",
       "3                           0.019947                         162971.869988   \n",
       "\n",
       "   Long term DirectionAccuracy (3-day log returns) %  \n",
       "0                                           48.08526  \n",
       "1                                           48.08526  \n",
       "2                                           48.08526  \n",
       "3                                           48.08526  "
      ]
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     "text": [
      ">>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>><<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<\n",
      "*******************************    Stock :  X8   ****************************\n",
      "                              ARMA Model Results                              \n",
      "==============================================================================\n",
      "Dep. Variable:                     X8   No. Observations:                 2768\n",
      "Model:                     ARMA(1, 0)   Log Likelihood                8413.777\n",
      "Method:                       css-mle   S.D. of innovations              0.012\n",
      "Date:                Wed, 08 Jun 2016   AIC                         -16821.553\n",
      "Time:                        19:58:20   BIC                         -16803.775\n",
      "Sample:                    01-04-2005   HQIC                        -16815.132\n",
      "                         - 12-31-2015                                         \n",
      "==============================================================================\n",
      "                 coef    std err          z      P>|z|      [95.0% Conf. Int.]\n",
      "------------------------------------------------------------------------------\n",
      "const          0.0003      0.000      1.466      0.143        -0.000     0.001\n",
      "ar.L1.X8      -0.0204      0.019     -1.072      0.284        -0.058     0.017\n",
      "                                    Roots                                    \n",
      "=============================================================================\n",
      "                 Real           Imaginary           Modulus         Frequency\n",
      "-----------------------------------------------------------------------------\n",
      "AR.1          -49.0705           +0.0000j           49.0705            0.5000\n",
      "-----------------------------------------------------------------------------\n",
      "=====  3-day Returns forecast for closing price of last-day in timeseries ======\n",
      "           Note: The first row in the table corresponds to the last day \n",
      "           closing price of the stock\n",
      "   Stock: X8\n"
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       "           0  Forecast Log Returns  Forecast 3-day Log Returns  \\\n",
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       "3                                          52.998555  "
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      ">>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>><<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<\n",
      "*******************************    Stock :  X9   ****************************\n",
      "                              ARMA Model Results                              \n",
      "==============================================================================\n",
      "Dep. Variable:                     X9   No. Observations:                 2768\n",
      "Model:                     ARMA(1, 0)   Log Likelihood                6427.961\n",
      "Method:                       css-mle   S.D. of innovations              0.024\n",
      "Date:                Wed, 08 Jun 2016   AIC                         -12849.923\n",
      "Time:                        19:58:20   BIC                         -12832.145\n",
      "Sample:                    01-04-2005   HQIC                        -12843.502\n",
      "                         - 12-31-2015                                         \n",
      "==============================================================================\n",
      "                 coef    std err          z      P>|z|      [95.0% Conf. Int.]\n",
      "------------------------------------------------------------------------------\n",
      "const       5.608e-06      0.000      0.012      0.990        -0.001     0.001\n",
      "ar.L1.X9       0.0371      0.019      1.951      0.051        -0.000     0.074\n",
      "                                    Roots                                    \n",
      "=============================================================================\n",
      "                 Real           Imaginary           Modulus         Frequency\n",
      "-----------------------------------------------------------------------------\n",
      "AR.1           26.9786           +0.0000j           26.9786            0.0000\n",
      "-----------------------------------------------------------------------------\n",
      "=====  3-day Returns forecast for closing price of last-day in timeseries ======\n",
      "           Note: The first row in the table corresponds to the last day \n",
      "           closing price of the stock\n",
      "   Stock: X9\n"
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       "           0  Forecast Log Returns  Forecast 3-day Log Returns  \\\n",
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       "2 2016-01-02             -0.000035                         NaN   \n",
       "3 2016-01-03              0.000004                         NaN   \n",
       "\n",
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       "3                                          73.735549  "
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      ">>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>><<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<\n",
      "*******************************    Stock :  X10   ****************************\n",
      "                              ARMA Model Results                              \n",
      "==============================================================================\n",
      "Dep. Variable:                    X10   No. Observations:                 1934\n",
      "Model:                     ARMA(1, 0)   Log Likelihood                5146.627\n",
      "Method:                       css-mle   S.D. of innovations              0.017\n",
      "Date:                Wed, 08 Jun 2016   AIC                         -10287.253\n",
      "Time:                        19:58:20   BIC                         -10270.551\n",
      "Sample:                    04-29-2008   HQIC                        -10281.110\n",
      "                         - 12-31-2015                                         \n",
      "==============================================================================\n",
      "                 coef    std err          z      P>|z|      [95.0% Conf. Int.]\n",
      "------------------------------------------------------------------------------\n",
      "const          0.0007      0.000      1.993      0.046      1.23e-05     0.001\n",
      "ar.L1.X10     -0.0469      0.023     -2.063      0.039        -0.091    -0.002\n",
      "                                    Roots                                    \n",
      "=============================================================================\n",
      "                 Real           Imaginary           Modulus         Frequency\n",
      "-----------------------------------------------------------------------------\n",
      "AR.1          -21.3420           +0.0000j           21.3420            0.5000\n",
      "-----------------------------------------------------------------------------\n",
      "=====  3-day Returns forecast for closing price of last-day in timeseries ======\n",
      "           Note: The first row in the table corresponds to the last day \n",
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       "1                           0.020285                         123531.064113   \n",
       "2                           0.020285                         123531.064113   \n",
       "3                           0.020285                         123531.064113   \n",
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       "3                                          51.861427  "
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      ">>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>><<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<\n",
      "*******************************    Stock :  X11   ****************************\n",
      "                              ARMA Model Results                              \n",
      "==============================================================================\n",
      "Dep. Variable:                    X11   No. Observations:                 2768\n",
      "Model:                     ARMA(1, 0)   Log Likelihood                7379.403\n",
      "Method:                       css-mle   S.D. of innovations              0.017\n",
      "Date:                Wed, 08 Jun 2016   AIC                         -14752.805\n",
      "Time:                        19:58:20   BIC                         -14735.027\n",
      "Sample:                    01-04-2005   HQIC                        -14746.384\n",
      "                         - 12-31-2015                                         \n",
      "==============================================================================\n",
      "                 coef    std err          z      P>|z|      [95.0% Conf. Int.]\n",
      "------------------------------------------------------------------------------\n",
      "const          0.0006      0.000      1.824      0.068     -4.12e-05     0.001\n",
      "ar.L1.X11     -0.0569      0.019     -2.999      0.003        -0.094    -0.020\n",
      "                                    Roots                                    \n",
      "=============================================================================\n",
      "                 Real           Imaginary           Modulus         Frequency\n",
      "-----------------------------------------------------------------------------\n",
      "AR.1          -17.5667           +0.0000j           17.5667            0.5000\n",
      "-----------------------------------------------------------------------------\n",
      "=====  3-day Returns forecast for closing price of last-day in timeseries ======\n",
      "           Note: The first row in the table corresponds to the last day \n",
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      "   Stock: X11\n"
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       "           0  Forecast Log Returns  Forecast 3-day Log Returns  \\\n",
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       "\n",
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       "1                     0.011486                    95133.067491   \n",
       "2                     0.011486                    95133.067491   \n",
       "3                     0.011486                    95133.067491   \n",
       "\n",
       "   Long term DirectionAccuracy (log returns) %  \\\n",
       "0                                    51.842486   \n",
       "1                                    51.842486   \n",
       "2                                    51.842486   \n",
       "3                                    51.842486   \n",
       "\n",
       "   Long term MAE (3-day log returns)  Long term MAPE (3-day log returns) %  \\\n",
       "0                           0.020684                         177488.195681   \n",
       "1                           0.020684                         177488.195681   \n",
       "2                           0.020684                         177488.195681   \n",
       "3                           0.020684                         177488.195681   \n",
       "\n",
       "   Long term DirectionAccuracy (3-day log returns) %  \n",
       "0                                          46.604046  \n",
       "1                                          46.604046  \n",
       "2                                          46.604046  \n",
       "3                                          46.604046  "
      ]
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     "text": [
      ">>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>><<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<\n",
      "*******************************    Stock :  X12   ****************************\n",
      "                              ARMA Model Results                              \n",
      "==============================================================================\n",
      "Dep. Variable:                    X12   No. Observations:                 1883\n",
      "Model:                     ARMA(1, 0)   Log Likelihood                4768.088\n",
      "Method:                       css-mle   S.D. of innovations              0.019\n",
      "Date:                Wed, 08 Jun 2016   AIC                          -9530.176\n",
      "Time:                        19:58:20   BIC                          -9513.554\n",
      "Sample:                    01-04-2005   HQIC                         -9524.054\n",
      "                         - 06-25-2012                                         \n",
      "==============================================================================\n",
      "                 coef    std err          z      P>|z|      [95.0% Conf. Int.]\n",
      "------------------------------------------------------------------------------\n",
      "const          0.0001      0.000      0.311      0.756        -0.001     0.001\n",
      "ar.L1.X12      0.0303      0.023      1.315      0.189        -0.015     0.075\n",
      "                                    Roots                                    \n",
      "=============================================================================\n",
      "                 Real           Imaginary           Modulus         Frequency\n",
      "-----------------------------------------------------------------------------\n",
      "AR.1           33.0134           +0.0000j           33.0134            0.0000\n",
      "-----------------------------------------------------------------------------\n",
      "=====  3-day Returns forecast for closing price of last-day in timeseries ======\n",
      "           Note: The first row in the table corresponds to the last day \n",
      "           closing price of the stock\n",
      "   Stock: X12\n"
     ]
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       "           0  Forecast Log Returns  Forecast 3-day Log Returns  \\\n",
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       "2 2016-01-02              0.000130                         NaN   \n",
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       "\n",
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       "2                           0.022289                          23389.123089   \n",
       "3                           0.022289                          23389.123089   \n",
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       "0                                           67.87042  \n",
       "1                                           67.87042  \n",
       "2                                           67.87042  \n",
       "3                                           67.87042  "
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      ">>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>><<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<\n",
      "*******************************    Stock :  X13   ****************************\n",
      "                              ARMA Model Results                              \n",
      "==============================================================================\n",
      "Dep. Variable:                    X13   No. Observations:                 2768\n",
      "Model:                     ARMA(1, 0)   Log Likelihood                8629.020\n",
      "Method:                       css-mle   S.D. of innovations              0.011\n",
      "Date:                Wed, 08 Jun 2016   AIC                         -17252.040\n",
      "Time:                        19:58:21   BIC                         -17234.262\n",
      "Sample:                    01-04-2005   HQIC                        -17245.619\n",
      "                         - 12-31-2015                                         \n",
      "==============================================================================\n",
      "                 coef    std err          z      P>|z|      [95.0% Conf. Int.]\n",
      "------------------------------------------------------------------------------\n",
      "const          0.0004      0.000      2.216      0.027      4.93e-05     0.001\n",
      "ar.L1.X13     -0.0562      0.019     -2.960      0.003        -0.093    -0.019\n",
      "                                    Roots                                    \n",
      "=============================================================================\n",
      "                 Real           Imaginary           Modulus         Frequency\n",
      "-----------------------------------------------------------------------------\n",
      "AR.1          -17.8002           +0.0000j           17.8002            0.5000\n",
      "-----------------------------------------------------------------------------\n",
      "=====  3-day Returns forecast for closing price of last-day in timeseries ======\n",
      "           Note: The first row in the table corresponds to the last day \n",
      "           closing price of the stock\n",
      "   Stock: X13\n"
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       "           0  Forecast Log Returns  Forecast 3-day Log Returns  \\\n",
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       "2 2016-01-02              0.000377                         NaN   \n",
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       "2                                          49.855491  \n",
       "3                                          49.855491  "
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      ">>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>><<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<\n",
      "*******************************    Stock :  X14   ****************************\n",
      "                              ARMA Model Results                              \n",
      "==============================================================================\n",
      "Dep. Variable:                    X14   No. Observations:                 2768\n",
      "Model:                     ARMA(1, 0)   Log Likelihood                5049.386\n",
      "Method:                       css-mle   S.D. of innovations              0.039\n",
      "Date:                Wed, 08 Jun 2016   AIC                         -10092.773\n",
      "Time:                        19:58:21   BIC                         -10074.995\n",
      "Sample:                    01-04-2005   HQIC                        -10086.352\n",
      "                         - 12-31-2015                                         \n",
      "==============================================================================\n",
      "                 coef    std err          z      P>|z|      [95.0% Conf. Int.]\n",
      "------------------------------------------------------------------------------\n",
      "const          0.0014      0.001      1.877      0.061     -6.17e-05     0.003\n",
      "ar.L1.X14      0.0084      0.019      0.440      0.660        -0.029     0.046\n",
      "                                    Roots                                    \n",
      "=============================================================================\n",
      "                 Real           Imaginary           Modulus         Frequency\n",
      "-----------------------------------------------------------------------------\n",
      "AR.1          119.4870           +0.0000j          119.4870            0.0000\n",
      "-----------------------------------------------------------------------------\n",
      "=====  3-day Returns forecast for closing price of last-day in timeseries ======\n",
      "           Note: The first row in the table corresponds to the last day \n",
      "           closing price of the stock\n",
      "   Stock: X14\n"
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       "           0  Forecast Log Returns  Forecast 3-day Log Returns  \\\n",
       "0 2015-12-31              0.001384                   -0.004191   \n",
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       "2 2016-01-02              0.001405                         NaN   \n",
       "3 2016-01-03              0.001405                         NaN   \n",
       "\n",
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       "1                                          53.684971  \n",
       "2                                          53.684971  \n",
       "3                                          53.684971  "
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      ">>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>><<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<\n",
      "*******************************    Stock :  X15   ****************************\n",
      "                              ARMA Model Results                              \n",
      "==============================================================================\n",
      "Dep. Variable:                    X15   No. Observations:                 2768\n",
      "Model:                     ARMA(1, 0)   Log Likelihood                6845.221\n",
      "Method:                       css-mle   S.D. of innovations              0.020\n",
      "Date:                Wed, 08 Jun 2016   AIC                         -13684.442\n",
      "Time:                        19:58:21   BIC                         -13666.664\n",
      "Sample:                    01-04-2005   HQIC                        -13678.021\n",
      "                         - 12-31-2015                                         \n",
      "==============================================================================\n",
      "                 coef    std err          z      P>|z|      [95.0% Conf. Int.]\n",
      "------------------------------------------------------------------------------\n",
      "const          0.0005      0.000      1.252      0.211        -0.000     0.001\n",
      "ar.L1.X15      0.0113      0.019      0.595      0.552        -0.026     0.049\n",
      "                                    Roots                                    \n",
      "=============================================================================\n",
      "                 Real           Imaginary           Modulus         Frequency\n",
      "-----------------------------------------------------------------------------\n",
      "AR.1           88.4284           +0.0000j           88.4284            0.0000\n",
      "-----------------------------------------------------------------------------\n",
      "=====  3-day Returns forecast for closing price of last-day in timeseries ======\n",
      "           Note: The first row in the table corresponds to the last day \n",
      "           closing price of the stock\n",
      "   Stock: X15\n"
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       "      <td>0.025627</td>\n",
       "      <td>37833.523701</td>\n",
       "      <td>53.757225</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>2016-01-01</td>\n",
       "      <td>0.000349</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.014533</td>\n",
       "      <td>51457.443238</td>\n",
       "      <td>50.614162</td>\n",
       "      <td>0.025627</td>\n",
       "      <td>37833.523701</td>\n",
       "      <td>53.757225</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2</th>\n",
       "      <td>2016-01-02</td>\n",
       "      <td>0.000490</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.014533</td>\n",
       "      <td>51457.443238</td>\n",
       "      <td>50.614162</td>\n",
       "      <td>0.025627</td>\n",
       "      <td>37833.523701</td>\n",
       "      <td>53.757225</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>3</th>\n",
       "      <td>2016-01-03</td>\n",
       "      <td>0.000491</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.014533</td>\n",
       "      <td>51457.443238</td>\n",
       "      <td>50.614162</td>\n",
       "      <td>0.025627</td>\n",
       "      <td>37833.523701</td>\n",
       "      <td>53.757225</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "           0  Forecast Log Returns  Forecast 3-day Log Returns  \\\n",
       "0 2015-12-31              0.000433                    -0.00133   \n",
       "1 2016-01-01              0.000349                         NaN   \n",
       "2 2016-01-02              0.000490                         NaN   \n",
       "3 2016-01-03              0.000491                         NaN   \n",
       "\n",
       "   Long term MAE (log returns)  Long term MAPE (log returns) %  \\\n",
       "0                     0.014533                    51457.443238   \n",
       "1                     0.014533                    51457.443238   \n",
       "2                     0.014533                    51457.443238   \n",
       "3                     0.014533                    51457.443238   \n",
       "\n",
       "   Long term DirectionAccuracy (log returns) %  \\\n",
       "0                                    50.614162   \n",
       "1                                    50.614162   \n",
       "2                                    50.614162   \n",
       "3                                    50.614162   \n",
       "\n",
       "   Long term MAE (3-day log returns)  Long term MAPE (3-day log returns) %  \\\n",
       "0                           0.025627                          37833.523701   \n",
       "1                           0.025627                          37833.523701   \n",
       "2                           0.025627                          37833.523701   \n",
       "3                           0.025627                          37833.523701   \n",
       "\n",
       "   Long term DirectionAccuracy (3-day log returns) %  \n",
       "0                                          53.757225  \n",
       "1                                          53.757225  \n",
       "2                                          53.757225  \n",
       "3                                          53.757225  "
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     "text": [
      ">>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>><<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<\n",
      "*******************************    Stock :  X16   ****************************\n",
      "                              ARMA Model Results                              \n",
      "==============================================================================\n",
      "Dep. Variable:                    X16   No. Observations:                 2121\n",
      "Model:                     ARMA(1, 0)   Log Likelihood                6364.731\n",
      "Method:                       css-mle   S.D. of innovations              0.012\n",
      "Date:                Wed, 08 Jun 2016   AIC                         -12723.461\n",
      "Time:                        19:58:21   BIC                         -12706.482\n",
      "Sample:                    01-04-2005   HQIC                        -12717.246\n",
      "                         - 06-07-2013                                         \n",
      "==============================================================================\n",
      "                 coef    std err          z      P>|z|      [95.0% Conf. Int.]\n",
      "------------------------------------------------------------------------------\n",
      "const          0.0004      0.000      1.761      0.078     -4.93e-05     0.001\n",
      "ar.L1.X16     -0.0559      0.022     -2.579      0.010        -0.098    -0.013\n",
      "                                    Roots                                    \n",
      "=============================================================================\n",
      "                 Real           Imaginary           Modulus         Frequency\n",
      "-----------------------------------------------------------------------------\n",
      "AR.1          -17.8848           +0.0000j           17.8848            0.5000\n",
      "-----------------------------------------------------------------------------\n",
      "=====  3-day Returns forecast for closing price of last-day in timeseries ======\n",
      "           Note: The first row in the table corresponds to the last day \n",
      "           closing price of the stock\n",
      "   Stock: X16\n"
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       "           0  Forecast Log Returns  Forecast 3-day Log Returns  \\\n",
       "0 2015-12-31              0.000453                   -0.001309   \n",
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       "2 2016-01-02              0.000436                         NaN   \n",
       "3 2016-01-03              0.000436                         NaN   \n",
       "\n",
       "   Long term MAE (log returns)  Long term MAPE (log returns) %  \\\n",
       "0                      0.00764                     75799.98719   \n",
       "1                      0.00764                     75799.98719   \n",
       "2                      0.00764                     75799.98719   \n",
       "3                      0.00764                     75799.98719   \n",
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       "   Long term DirectionAccuracy (log returns) %  \\\n",
       "0                                    51.343706   \n",
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       "1                           0.013481                         127154.544192   \n",
       "2                           0.013481                         127154.544192   \n",
       "3                           0.013481                         127154.544192   \n",
       "\n",
       "   Long term DirectionAccuracy (3-day log returns) %  \n",
       "0                                          48.844884  \n",
       "1                                          48.844884  \n",
       "2                                          48.844884  \n",
       "3                                          48.844884  "
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      ">>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>><<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<\n",
      "*******************************    Stock :  X17   ****************************\n",
      "                              ARMA Model Results                              \n",
      "==============================================================================\n",
      "Dep. Variable:                    X17   No. Observations:                 2768\n",
      "Model:                     ARMA(1, 0)   Log Likelihood                8233.536\n",
      "Method:                       css-mle   S.D. of innovations              0.012\n",
      "Date:                Wed, 08 Jun 2016   AIC                         -16461.072\n",
      "Time:                        19:58:22   BIC                         -16443.294\n",
      "Sample:                    01-04-2005   HQIC                        -16454.651\n",
      "                         - 12-31-2015                                         \n",
      "==============================================================================\n",
      "                 coef    std err          z      P>|z|      [95.0% Conf. Int.]\n",
      "------------------------------------------------------------------------------\n",
      "const          0.0007      0.000      2.964      0.003         0.000     0.001\n",
      "ar.L1.X17     -0.0440      0.019     -2.318      0.021        -0.081    -0.007\n",
      "                                    Roots                                    \n",
      "=============================================================================\n",
      "                 Real           Imaginary           Modulus         Frequency\n",
      "-----------------------------------------------------------------------------\n",
      "AR.1          -22.7189           +0.0000j           22.7189            0.5000\n",
      "-----------------------------------------------------------------------------\n",
      "=====  3-day Returns forecast for closing price of last-day in timeseries ======\n",
      "           Note: The first row in the table corresponds to the last day \n",
      "           closing price of the stock\n",
      "   Stock: X17\n"
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       "           0  Forecast Log Returns  Forecast 3-day Log Returns  \\\n",
       "0 2015-12-31              0.001158                   -0.002337   \n",
       "1 2016-01-01              0.001018                         NaN   \n",
       "2 2016-01-02              0.000651                         NaN   \n",
       "3 2016-01-03              0.000667                         NaN   \n",
       "\n",
       "   Long term MAE (log returns)  Long term MAPE (log returns) %  \\\n",
       "0                     0.008617                    64573.778569   \n",
       "1                     0.008617                    64573.778569   \n",
       "2                     0.008617                    64573.778569   \n",
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       "0                           0.014896                         131087.634905   \n",
       "1                           0.014896                         131087.634905   \n",
       "2                           0.014896                         131087.634905   \n",
       "3                           0.014896                         131087.634905   \n",
       "\n",
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       "0                                          55.310694  \n",
       "1                                          55.310694  \n",
       "2                                          55.310694  \n",
       "3                                          55.310694  "
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      ">>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>><<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<\n",
      "*******************************    Stock :  X18   ****************************\n",
      "                              ARMA Model Results                              \n",
      "==============================================================================\n",
      "Dep. Variable:                    X18   No. Observations:                 2430\n",
      "Model:                     ARMA(1, 0)   Log Likelihood                6430.363\n",
      "Method:                       css-mle   S.D. of innovations              0.017\n",
      "Date:                Wed, 08 Jun 2016   AIC                         -12854.725\n",
      "Time:                        19:58:22   BIC                         -12837.339\n",
      "Sample:                    01-04-2005   HQIC                        -12848.404\n",
      "                         - 08-28-2014                                         \n",
      "==============================================================================\n",
      "                 coef    std err          z      P>|z|      [95.0% Conf. Int.]\n",
      "------------------------------------------------------------------------------\n",
      "const          0.0004      0.000      1.245      0.213        -0.000     0.001\n",
      "ar.L1.X18     -0.0471      0.020     -2.324      0.020        -0.087    -0.007\n",
      "                                    Roots                                    \n",
      "=============================================================================\n",
      "                 Real           Imaginary           Modulus         Frequency\n",
      "-----------------------------------------------------------------------------\n",
      "AR.1          -21.2374           +0.0000j           21.2374            0.5000\n",
      "-----------------------------------------------------------------------------\n",
      "=====  3-day Returns forecast for closing price of last-day in timeseries ======\n",
      "           Note: The first row in the table corresponds to the last day \n",
      "           closing price of the stock\n",
      "   Stock: X18\n"
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       "           0  Forecast Log Returns  Forecast 3-day Log Returns  \\\n",
       "0 2015-12-31              0.000411                    -0.00126   \n",
       "1 2016-01-01              0.000433                         NaN   \n",
       "2 2016-01-02              0.000413                         NaN   \n",
       "3 2016-01-03              0.000414                         NaN   \n",
       "\n",
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       "0                     0.010653                    165437.07058   \n",
       "1                     0.010653                    165437.07058   \n",
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       "1                            0.01866                         135233.428375   \n",
       "2                            0.01866                         135233.428375   \n",
       "3                            0.01866                         135233.428375   \n",
       "\n",
       "   Long term DirectionAccuracy (3-day log returns) %  \n",
       "0                                          45.720165  \n",
       "1                                          45.720165  \n",
       "2                                          45.720165  \n",
       "3                                          45.720165  "
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      ">>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>><<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<\n",
      "*******************************    Stock :  X19   ****************************\n",
      "                              ARMA Model Results                              \n",
      "==============================================================================\n",
      "Dep. Variable:                    X19   No. Observations:                 2768\n",
      "Model:                     ARMA(1, 0)   Log Likelihood                8039.463\n",
      "Method:                       css-mle   S.D. of innovations              0.013\n",
      "Date:                Wed, 08 Jun 2016   AIC                         -16072.926\n",
      "Time:                        19:58:22   BIC                         -16055.148\n",
      "Sample:                    01-04-2005   HQIC                        -16066.505\n",
      "                         - 12-31-2015                                         \n",
      "==============================================================================\n",
      "                 coef    std err          z      P>|z|      [95.0% Conf. Int.]\n",
      "------------------------------------------------------------------------------\n",
      "const          0.0003      0.000      1.195      0.232        -0.000     0.001\n",
      "ar.L1.X19     -0.0920      0.019     -4.858      0.000        -0.129    -0.055\n",
      "                                    Roots                                    \n",
      "=============================================================================\n",
      "                 Real           Imaginary           Modulus         Frequency\n",
      "-----------------------------------------------------------------------------\n",
      "AR.1          -10.8739           +0.0000j           10.8739            0.5000\n",
      "-----------------------------------------------------------------------------\n",
      "=====  3-day Returns forecast for closing price of last-day in timeseries ======\n",
      "           Note: The first row in the table corresponds to the last day \n",
      "           closing price of the stock\n",
      "   Stock: X19\n"
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       "           0  Forecast Log Returns  Forecast 3-day Log Returns  \\\n",
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       "2 2016-01-02              0.000148                         NaN   \n",
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       "\n",
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      ">>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>><<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<\n",
      "*******************************    Stock :  X20   ****************************\n",
      "                              ARMA Model Results                              \n",
      "==============================================================================\n",
      "Dep. Variable:                    X20   No. Observations:                 2768\n",
      "Model:                     ARMA(1, 0)   Log Likelihood                6525.921\n",
      "Method:                       css-mle   S.D. of innovations              0.023\n",
      "Date:                Wed, 08 Jun 2016   AIC                         -13045.843\n",
      "Time:                        19:58:23   BIC                         -13028.065\n",
      "Sample:                    01-04-2005   HQIC                        -13039.422\n",
      "                         - 12-31-2015                                         \n",
      "==============================================================================\n",
      "                 coef    std err          z      P>|z|      [95.0% Conf. Int.]\n",
      "------------------------------------------------------------------------------\n",
      "const          0.0005      0.000      1.260      0.208        -0.000     0.001\n",
      "ar.L1.X20     -0.0336      0.019     -1.769      0.077        -0.071     0.004\n",
      "                                    Roots                                    \n",
      "=============================================================================\n",
      "                 Real           Imaginary           Modulus         Frequency\n",
      "-----------------------------------------------------------------------------\n",
      "AR.1          -29.7536           +0.0000j           29.7536            0.5000\n",
      "-----------------------------------------------------------------------------\n",
      "=====  3-day Returns forecast for closing price of last-day in timeseries ======\n",
      "           Note: The first row in the table corresponds to the last day \n",
      "           closing price of the stock\n",
      "   Stock: X20\n"
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       "           0  Forecast Log Returns  Forecast 3-day Log Returns  \\\n",
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       "3 2016-01-03              0.000532                         NaN   \n",
       "\n",
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       "2                                          48.735549  \n",
       "3                                          48.735549  "
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      ">>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>><<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<\n",
      "*******************************    Stock :  X21   ****************************\n",
      "                              ARMA Model Results                              \n",
      "==============================================================================\n",
      "Dep. Variable:                    X21   No. Observations:                 2768\n",
      "Model:                     ARMA(1, 0)   Log Likelihood                8582.069\n",
      "Method:                       css-mle   S.D. of innovations              0.011\n",
      "Date:                Wed, 08 Jun 2016   AIC                         -17158.137\n",
      "Time:                        19:58:23   BIC                         -17140.360\n",
      "Sample:                    01-04-2005   HQIC                        -17151.716\n",
      "                         - 12-31-2015                                         \n",
      "==============================================================================\n",
      "                 coef    std err          z      P>|z|      [95.0% Conf. Int.]\n",
      "------------------------------------------------------------------------------\n",
      "const          0.0003      0.000      1.494      0.135     -9.04e-05     0.001\n",
      "ar.L1.X21     -0.0683      0.019     -3.600      0.000        -0.105    -0.031\n",
      "                                    Roots                                    \n",
      "=============================================================================\n",
      "                 Real           Imaginary           Modulus         Frequency\n",
      "-----------------------------------------------------------------------------\n",
      "AR.1          -14.6455           +0.0000j           14.6455            0.5000\n",
      "-----------------------------------------------------------------------------\n",
      "=====  3-day Returns forecast for closing price of last-day in timeseries ======\n",
      "           Note: The first row in the table corresponds to the last day \n",
      "           closing price of the stock\n",
      "   Stock: X21\n"
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       "2 2016-01-02              0.000229                         NaN   \n",
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       "3                           0.012924                          38681.578167   \n",
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       "1                                          40.209538  \n",
       "2                                          40.209538  \n",
       "3                                          40.209538  "
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      ">>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>><<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<\n",
      "*******************************    Stock :  X22   ****************************\n",
      "                              ARMA Model Results                              \n",
      "==============================================================================\n",
      "Dep. Variable:                    X22   No. Observations:                 2768\n",
      "Model:                     ARMA(1, 0)   Log Likelihood                7620.421\n",
      "Method:                       css-mle   S.D. of innovations              0.015\n",
      "Date:                Wed, 08 Jun 2016   AIC                         -15234.843\n",
      "Time:                        19:58:23   BIC                         -15217.065\n",
      "Sample:                    01-04-2005   HQIC                        -15228.422\n",
      "                         - 12-31-2015                                         \n",
      "==============================================================================\n",
      "                 coef    std err          z      P>|z|      [95.0% Conf. Int.]\n",
      "------------------------------------------------------------------------------\n",
      "const          0.0002      0.000      0.723      0.470        -0.000     0.001\n",
      "ar.L1.X22     -0.0380      0.019     -2.002      0.045        -0.075    -0.001\n",
      "                                    Roots                                    \n",
      "=============================================================================\n",
      "                 Real           Imaginary           Modulus         Frequency\n",
      "-----------------------------------------------------------------------------\n",
      "AR.1          -26.3049           +0.0000j           26.3049            0.5000\n",
      "-----------------------------------------------------------------------------\n",
      "=====  3-day Returns forecast for closing price of last-day in timeseries ======\n",
      "           Note: The first row in the table corresponds to the last day \n",
      "           closing price of the stock\n",
      "   Stock: X22\n"
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       "      <td>NaN</td>\n",
       "      <td>0.009101</td>\n",
       "      <td>61783.462257</td>\n",
       "      <td>52.926301</td>\n",
       "      <td>0.016221</td>\n",
       "      <td>31372.639181</td>\n",
       "      <td>39.956647</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "           0  Forecast Log Returns  Forecast 3-day Log Returns  \\\n",
       "0 2015-12-31              0.000412                   -0.001163   \n",
       "1 2016-01-01              0.000776                         NaN   \n",
       "2 2016-01-02              0.000182                         NaN   \n",
       "3 2016-01-03              0.000205                         NaN   \n",
       "\n",
       "   Long term MAE (log returns)  Long term MAPE (log returns) %  \\\n",
       "0                     0.009101                    61783.462257   \n",
       "1                     0.009101                    61783.462257   \n",
       "2                     0.009101                    61783.462257   \n",
       "3                     0.009101                    61783.462257   \n",
       "\n",
       "   Long term DirectionAccuracy (log returns) %  \\\n",
       "0                                    52.926301   \n",
       "1                                    52.926301   \n",
       "2                                    52.926301   \n",
       "3                                    52.926301   \n",
       "\n",
       "   Long term MAE (3-day log returns)  Long term MAPE (3-day log returns) %  \\\n",
       "0                           0.016221                          31372.639181   \n",
       "1                           0.016221                          31372.639181   \n",
       "2                           0.016221                          31372.639181   \n",
       "3                           0.016221                          31372.639181   \n",
       "\n",
       "   Long term DirectionAccuracy (3-day log returns) %  \n",
       "0                                          39.956647  \n",
       "1                                          39.956647  \n",
       "2                                          39.956647  \n",
       "3                                          39.956647  "
      ]
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     "text": [
      ">>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>><<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<\n",
      "*******************************    Stock :  X23   ****************************\n",
      "                              ARMA Model Results                              \n",
      "==============================================================================\n",
      "Dep. Variable:                    X23   No. Observations:                 2768\n",
      "Model:                     ARMA(1, 0)   Log Likelihood                7620.421\n",
      "Method:                       css-mle   S.D. of innovations              0.015\n",
      "Date:                Wed, 08 Jun 2016   AIC                         -15234.843\n",
      "Time:                        19:58:23   BIC                         -15217.065\n",
      "Sample:                    01-04-2005   HQIC                        -15228.422\n",
      "                         - 12-31-2015                                         \n",
      "==============================================================================\n",
      "                 coef    std err          z      P>|z|      [95.0% Conf. Int.]\n",
      "------------------------------------------------------------------------------\n",
      "const          0.0002      0.000      0.723      0.470        -0.000     0.001\n",
      "ar.L1.X23     -0.0380      0.019     -2.002      0.045        -0.075    -0.001\n",
      "                                    Roots                                    \n",
      "=============================================================================\n",
      "                 Real           Imaginary           Modulus         Frequency\n",
      "-----------------------------------------------------------------------------\n",
      "AR.1          -26.3049           +0.0000j           26.3049            0.5000\n",
      "-----------------------------------------------------------------------------\n",
      "=====  3-day Returns forecast for closing price of last-day in timeseries ======\n",
      "           Note: The first row in the table corresponds to the last day \n",
      "           closing price of the stock\n",
      "   Stock: X23\n"
     ]
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       "           0  Forecast Log Returns  Forecast 3-day Log Returns  \\\n",
       "0 2015-12-31              0.000412                   -0.001163   \n",
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       "2 2016-01-02              0.000182                         NaN   \n",
       "3 2016-01-03              0.000205                         NaN   \n",
       "\n",
       "   Long term MAE (log returns)  Long term MAPE (log returns) %  \\\n",
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       "\n",
       "   Long term DirectionAccuracy (log returns) %  \\\n",
       "0                                    52.926301   \n",
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       "2                                    52.926301   \n",
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       "0                           0.016221                          31372.639181   \n",
       "1                           0.016221                          31372.639181   \n",
       "2                           0.016221                          31372.639181   \n",
       "3                           0.016221                          31372.639181   \n",
       "\n",
       "   Long term DirectionAccuracy (3-day log returns) %  \n",
       "0                                          39.956647  \n",
       "1                                          39.956647  \n",
       "2                                          39.956647  \n",
       "3                                          39.956647  "
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      ">>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>><<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<\n",
      "*******************************    Stock :  X24   ****************************\n",
      "                              ARMA Model Results                              \n",
      "==============================================================================\n",
      "Dep. Variable:                    X24   No. Observations:                  125\n",
      "Model:                     ARMA(1, 0)   Log Likelihood                 338.414\n",
      "Method:                       css-mle   S.D. of innovations              0.016\n",
      "Date:                Wed, 08 Jun 2016   AIC                           -670.828\n",
      "Time:                        19:58:24   BIC                           -662.343\n",
      "Sample:                    07-07-2015   HQIC                          -667.381\n",
      "                         - 12-31-2015                                         \n",
      "==============================================================================\n",
      "                 coef    std err          z      P>|z|      [95.0% Conf. Int.]\n",
      "------------------------------------------------------------------------------\n",
      "const          4.2892      0.012    348.807      0.000         4.265     4.313\n",
      "ar.L1.X24      0.8902      0.038     23.159      0.000         0.815     0.965\n",
      "                                    Roots                                    \n",
      "=============================================================================\n",
      "                 Real           Imaginary           Modulus         Frequency\n",
      "-----------------------------------------------------------------------------\n",
      "AR.1            1.1234           +0.0000j            1.1234            0.0000\n",
      "-----------------------------------------------------------------------------\n",
      "=====  3-day Returns forecast for closing price of last-day in timeseries ======\n",
      "           Note: The first row in the table corresponds to the last day \n",
      "           closing price of the stock\n",
      "   Stock: X24\n"
     ]
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       "           0  Forecast Log Returns  Forecast 3-day Log Returns  \\\n",
       "0 2015-12-31              4.292810                     -12.845   \n",
       "1 2016-01-01              4.280780                         NaN   \n",
       "2 2016-01-02              4.281700                         NaN   \n",
       "3 2016-01-03              4.282519                         NaN   \n",
       "\n",
       "   Long term MAE (log returns)  Long term MAPE (log returns) %  \\\n",
       "0                     0.012502                        0.291657   \n",
       "1                     0.012502                        0.291657   \n",
       "2                     0.012502                        0.291657   \n",
       "3                     0.012502                        0.291657   \n",
       "\n",
       "   Long term DirectionAccuracy (log returns) %  \\\n",
       "0                                        100.0   \n",
       "1                                        100.0   \n",
       "2                                        100.0   \n",
       "3                                        100.0   \n",
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       "1                           0.023622                              0.183596   \n",
       "2                           0.023622                              0.183596   \n",
       "3                           0.023622                              0.183596   \n",
       "\n",
       "   Long term DirectionAccuracy (3-day log returns) %  \n",
       "0                                              100.0  \n",
       "1                                              100.0  \n",
       "2                                              100.0  \n",
       "3                                              100.0  "
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      ">>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>><<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<\n",
      "*******************************    Stock :  X25   ****************************\n",
      "                              ARMA Model Results                              \n",
      "==============================================================================\n",
      "Dep. Variable:                    X25   No. Observations:                 2768\n",
      "Model:                     ARMA(1, 0)   Log Likelihood                8468.642\n",
      "Method:                       css-mle   S.D. of innovations              0.011\n",
      "Date:                Wed, 08 Jun 2016   AIC                         -16931.285\n",
      "Time:                        19:58:24   BIC                         -16913.507\n",
      "Sample:                    01-04-2005   HQIC                        -16924.864\n",
      "                         - 12-31-2015                                         \n",
      "==============================================================================\n",
      "                 coef    std err          z      P>|z|      [95.0% Conf. Int.]\n",
      "------------------------------------------------------------------------------\n",
      "const          0.0004      0.000      1.881      0.060      -1.6e-05     0.001\n",
      "ar.L1.X25     -0.0713      0.019     -3.759      0.000        -0.108    -0.034\n",
      "                                    Roots                                    \n",
      "=============================================================================\n",
      "                 Real           Imaginary           Modulus         Frequency\n",
      "-----------------------------------------------------------------------------\n",
      "AR.1          -14.0272           +0.0000j           14.0272            0.5000\n",
      "-----------------------------------------------------------------------------\n",
      "=====  3-day Returns forecast for closing price of last-day in timeseries ======\n",
      "           Note: The first row in the table corresponds to the last day \n",
      "           closing price of the stock\n",
      "   Stock: X25\n"
     ]
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       "           0  Forecast Log Returns  Forecast 3-day Log Returns  \\\n",
       "0 2015-12-31              0.000634                     -0.0021   \n",
       "1 2016-01-01              0.001411                         NaN   \n",
       "2 2016-01-02              0.000305                         NaN   \n",
       "3 2016-01-03              0.000384                         NaN   \n",
       "\n",
       "   Long term MAE (log returns)  Long term MAPE (log returns) %  \\\n",
       "0                     0.007729                     87165.87224   \n",
       "1                     0.007729                     87165.87224   \n",
       "2                     0.007729                     87165.87224   \n",
       "3                     0.007729                     87165.87224   \n",
       "\n",
       "   Long term DirectionAccuracy (log returns) %  \\\n",
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       "1                                    52.023121   \n",
       "2                                    52.023121   \n",
       "3                                    52.023121   \n",
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       "1                            0.01376                          83140.943357   \n",
       "2                            0.01376                          83140.943357   \n",
       "3                            0.01376                          83140.943357   \n",
       "\n",
       "   Long term DirectionAccuracy (3-day log returns) %  \n",
       "0                                          42.738439  \n",
       "1                                          42.738439  \n",
       "2                                          42.738439  \n",
       "3                                          42.738439  "
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     "text": [
      ">>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>><<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<\n",
      "*******************************    Stock :  X26   ****************************\n",
      "                              ARMA Model Results                              \n",
      "==============================================================================\n",
      "Dep. Variable:                    X26   No. Observations:                   10\n",
      "Model:                     ARMA(1, 0)   Log Likelihood                  29.223\n",
      "Method:                       css-mle   S.D. of innovations              0.013\n",
      "Date:                Wed, 08 Jun 2016   AIC                            -52.446\n",
      "Time:                        19:58:24   BIC                            -51.538\n",
      "Sample:                    07-27-2012   HQIC                           -53.442\n",
      "                         - 08-09-2012                                         \n",
      "==============================================================================\n",
      "                 coef    std err          z      P>|z|      [95.0% Conf. Int.]\n",
      "------------------------------------------------------------------------------\n",
      "const          0.0004      0.004      0.098      0.924        -0.007     0.008\n",
      "ar.L1.X26     -0.1228      0.321     -0.382      0.712        -0.752     0.507\n",
      "                                    Roots                                    \n",
      "=============================================================================\n",
      "                 Real           Imaginary           Modulus         Frequency\n",
      "-----------------------------------------------------------------------------\n",
      "AR.1           -8.1416           +0.0000j            8.1416            0.5000\n",
      "-----------------------------------------------------------------------------\n",
      "=====  3-day Returns forecast for closing price of last-day in timeseries ======\n",
      "           Note: The first row in the table corresponds to the last day \n",
      "           closing price of the stock\n",
      "   Stock: X26\n"
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       "      <th>Long term MAE (log returns)</th>\n",
       "      <th>Long term MAPE (log returns) %</th>\n",
       "      <th>Long term DirectionAccuracy (log returns) %</th>\n",
       "      <th>Long term MAE (3-day log returns)</th>\n",
       "      <th>Long term MAPE (3-day log returns) %</th>\n",
       "      <th>Long term DirectionAccuracy (3-day log returns) %</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>2015-12-31</td>\n",
       "      <td>0.002600</td>\n",
       "      <td>-0.000835</td>\n",
       "      <td>0.010666</td>\n",
       "      <td>1.476140e+06</td>\n",
       "      <td>60.0</td>\n",
       "      <td>0.013468</td>\n",
       "      <td>188.066492</td>\n",
       "      <td>50.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>2016-01-01</td>\n",
       "      <td>0.000070</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.010666</td>\n",
       "      <td>1.476140e+06</td>\n",
       "      <td>60.0</td>\n",
       "      <td>0.013468</td>\n",
       "      <td>188.066492</td>\n",
       "      <td>50.0</td>\n",
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       "    <tr>\n",
       "      <th>2</th>\n",
       "      <td>2016-01-02</td>\n",
       "      <td>0.000403</td>\n",
       "      <td>NaN</td>\n",
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       "      <td>1.476140e+06</td>\n",
       "      <td>60.0</td>\n",
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       "      <td>188.066492</td>\n",
       "      <td>50.0</td>\n",
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       "    <tr>\n",
       "      <th>3</th>\n",
       "      <td>2016-01-03</td>\n",
       "      <td>0.000362</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.010666</td>\n",
       "      <td>1.476140e+06</td>\n",
       "      <td>60.0</td>\n",
       "      <td>0.013468</td>\n",
       "      <td>188.066492</td>\n",
       "      <td>50.0</td>\n",
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       "  </tbody>\n",
       "</table>\n",
       "</div>"
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      "text/plain": [
       "           0  Forecast Log Returns  Forecast 3-day Log Returns  \\\n",
       "0 2015-12-31              0.002600                   -0.000835   \n",
       "1 2016-01-01              0.000070                         NaN   \n",
       "2 2016-01-02              0.000403                         NaN   \n",
       "3 2016-01-03              0.000362                         NaN   \n",
       "\n",
       "   Long term MAE (log returns)  Long term MAPE (log returns) %  \\\n",
       "0                     0.010666                    1.476140e+06   \n",
       "1                     0.010666                    1.476140e+06   \n",
       "2                     0.010666                    1.476140e+06   \n",
       "3                     0.010666                    1.476140e+06   \n",
       "\n",
       "   Long term DirectionAccuracy (log returns) %  \\\n",
       "0                                         60.0   \n",
       "1                                         60.0   \n",
       "2                                         60.0   \n",
       "3                                         60.0   \n",
       "\n",
       "   Long term MAE (3-day log returns)  Long term MAPE (3-day log returns) %  \\\n",
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       "1                           0.013468                            188.066492   \n",
       "2                           0.013468                            188.066492   \n",
       "3                           0.013468                            188.066492   \n",
       "\n",
       "   Long term DirectionAccuracy (3-day log returns) %  \n",
       "0                                               50.0  \n",
       "1                                               50.0  \n",
       "2                                               50.0  \n",
       "3                                               50.0  "
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      ">>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>><<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<\n",
      "*******************************    Stock :  X27   ****************************\n",
      "                              ARMA Model Results                              \n",
      "==============================================================================\n",
      "Dep. Variable:                    X27   No. Observations:                  701\n",
      "Model:                     ARMA(1, 0)   Log Likelihood                1903.309\n",
      "Method:                       css-mle   S.D. of innovations              0.016\n",
      "Date:                Wed, 08 Jun 2016   AIC                          -3800.618\n",
      "Time:                        19:58:24   BIC                          -3786.960\n",
      "Sample:                    09-18-2012   HQIC                         -3795.339\n",
      "                         - 07-02-2015                                         \n",
      "==============================================================================\n",
      "                 coef    std err          z      P>|z|      [95.0% Conf. Int.]\n",
      "------------------------------------------------------------------------------\n",
      "const          0.0011      0.001      1.890      0.059     -4.03e-05     0.002\n",
      "ar.L1.X27     -0.0510      0.038     -1.353      0.176        -0.125     0.023\n",
      "                                    Roots                                    \n",
      "=============================================================================\n",
      "                 Real           Imaginary           Modulus         Frequency\n",
      "-----------------------------------------------------------------------------\n",
      "AR.1          -19.5979           +0.0000j           19.5979            0.5000\n",
      "-----------------------------------------------------------------------------\n",
      "=====  3-day Returns forecast for closing price of last-day in timeseries ======\n",
      "           Note: The first row in the table corresponds to the last day \n",
      "           closing price of the stock\n",
      "   Stock: X27\n"
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       "           0  Forecast Log Returns  Forecast 3-day Log Returns  \\\n",
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       "2 2016-01-02              0.001082                         NaN   \n",
       "3 2016-01-03              0.001088                         NaN   \n",
       "\n",
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       "1                                          53.922967  \n",
       "2                                          53.922967  \n",
       "3                                          53.922967  "
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      ">>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>><<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<\n",
      "*******************************    Stock :  X28   ****************************\n",
      "                              ARMA Model Results                              \n",
      "==============================================================================\n",
      "Dep. Variable:                    X28   No. Observations:                 2768\n",
      "Model:                     ARMA(1, 0)   Log Likelihood                7680.894\n",
      "Method:                       css-mle   S.D. of innovations              0.015\n",
      "Date:                Wed, 08 Jun 2016   AIC                         -15355.789\n",
      "Time:                        19:58:24   BIC                         -15338.011\n",
      "Sample:                    01-04-2005   HQIC                        -15349.368\n",
      "                         - 12-31-2015                                         \n",
      "==============================================================================\n",
      "                 coef    std err          z      P>|z|      [95.0% Conf. Int.]\n",
      "------------------------------------------------------------------------------\n",
      "const          0.0005      0.000      1.917      0.055     -1.15e-05     0.001\n",
      "ar.L1.X28     -0.0666      0.019     -3.511      0.000        -0.104    -0.029\n",
      "                                    Roots                                    \n",
      "=============================================================================\n",
      "                 Real           Imaginary           Modulus         Frequency\n",
      "-----------------------------------------------------------------------------\n",
      "AR.1          -15.0140           +0.0000j           15.0140            0.5000\n",
      "-----------------------------------------------------------------------------\n",
      "=====  3-day Returns forecast for closing price of last-day in timeseries ======\n",
      "           Note: The first row in the table corresponds to the last day \n",
      "           closing price of the stock\n",
      "   Stock: X28\n"
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       "2 2016-01-02              0.000435                         NaN   \n",
       "3 2016-01-03              0.000521                         NaN   \n",
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      ">>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>><<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<\n",
      "*******************************    Stock :  X29   ****************************\n",
      "                              ARMA Model Results                              \n",
      "==============================================================================\n",
      "Dep. Variable:                    X29   No. Observations:                 2768\n",
      "Model:                     ARMA(1, 0)   Log Likelihood                7680.894\n",
      "Method:                       css-mle   S.D. of innovations              0.015\n",
      "Date:                Wed, 08 Jun 2016   AIC                         -15355.789\n",
      "Time:                        19:58:25   BIC                         -15338.011\n",
      "Sample:                    01-04-2005   HQIC                        -15349.368\n",
      "                         - 12-31-2015                                         \n",
      "==============================================================================\n",
      "                 coef    std err          z      P>|z|      [95.0% Conf. Int.]\n",
      "------------------------------------------------------------------------------\n",
      "const          0.0005      0.000      1.917      0.055     -1.15e-05     0.001\n",
      "ar.L1.X29     -0.0666      0.019     -3.511      0.000        -0.104    -0.029\n",
      "                                    Roots                                    \n",
      "=============================================================================\n",
      "                 Real           Imaginary           Modulus         Frequency\n",
      "-----------------------------------------------------------------------------\n",
      "AR.1          -15.0140           +0.0000j           15.0140            0.5000\n",
      "-----------------------------------------------------------------------------\n",
      "=====  3-day Returns forecast for closing price of last-day in timeseries ======\n",
      "           Note: The first row in the table corresponds to the last day \n",
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       "           0  Forecast Log Returns  Forecast 3-day Log Returns  \\\n",
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       "   Long term DirectionAccuracy (3-day log returns) %  \n",
       "0                                          44.400289  \n",
       "1                                          44.400289  \n",
       "2                                          44.400289  \n",
       "3                                          44.400289  "
      ]
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      ">>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>><<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<\n",
      "*******************************    Stock :  X30   ****************************\n",
      "                              ARMA Model Results                              \n",
      "==============================================================================\n",
      "Dep. Variable:                    X30   No. Observations:                 2768\n",
      "Model:                     ARMA(1, 0)   Log Likelihood                6866.342\n",
      "Method:                       css-mle   S.D. of innovations              0.020\n",
      "Date:                Wed, 08 Jun 2016   AIC                         -13726.683\n",
      "Time:                        19:58:25   BIC                         -13708.905\n",
      "Sample:                    01-04-2005   HQIC                        -13720.262\n",
      "                         - 12-31-2015                                         \n",
      "==============================================================================\n",
      "                 coef    std err          z      P>|z|      [95.0% Conf. Int.]\n",
      "------------------------------------------------------------------------------\n",
      "const          0.0004      0.000      1.073      0.283        -0.000     0.001\n",
      "ar.L1.X30     -0.0604      0.019     -3.180      0.001        -0.098    -0.023\n",
      "                                    Roots                                    \n",
      "=============================================================================\n",
      "                 Real           Imaginary           Modulus         Frequency\n",
      "-----------------------------------------------------------------------------\n",
      "AR.1          -16.5689           +0.0000j           16.5689            0.5000\n",
      "-----------------------------------------------------------------------------\n",
      "=====  3-day Returns forecast for closing price of last-day in timeseries ======\n",
      "           Note: The first row in the table corresponds to the last day \n",
      "           closing price of the stock\n",
      "   Stock: X30\n"
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       "           0  Forecast Log Returns  Forecast 3-day Log Returns  \\\n",
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      ">>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>><<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<\n",
      "*******************************    Stock :  X31   ****************************\n",
      "                              ARMA Model Results                              \n",
      "==============================================================================\n",
      "Dep. Variable:                    X31   No. Observations:                 1763\n",
      "Model:                     ARMA(1, 0)   Log Likelihood                4752.080\n",
      "Method:                       css-mle   S.D. of innovations              0.016\n",
      "Date:                Wed, 08 Jun 2016   AIC                          -9498.161\n",
      "Time:                        19:58:25   BIC                          -9481.737\n",
      "Sample:                    06-11-2008   HQIC                         -9492.092\n",
      "                         - 06-11-2015                                         \n",
      "==============================================================================\n",
      "                 coef    std err          z      P>|z|      [95.0% Conf. Int.]\n",
      "------------------------------------------------------------------------------\n",
      "const          0.0008      0.000      2.154      0.031      7.06e-05     0.001\n",
      "ar.L1.X31     -0.0715      0.024     -3.012      0.003        -0.118    -0.025\n",
      "                                    Roots                                    \n",
      "=============================================================================\n",
      "                 Real           Imaginary           Modulus         Frequency\n",
      "-----------------------------------------------------------------------------\n",
      "AR.1          -13.9782           +0.0000j           13.9782            0.5000\n",
      "-----------------------------------------------------------------------------\n",
      "=====  3-day Returns forecast for closing price of last-day in timeseries ======\n",
      "           Note: The first row in the table corresponds to the last day \n",
      "           closing price of the stock\n",
      "   Stock: X31\n"
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       "           0  Forecast Log Returns  Forecast 3-day Log Returns  \\\n",
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       "2 2016-01-02              0.000755                         NaN   \n",
       "3 2016-01-03              0.000784                         NaN   \n",
       "\n",
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       "1                                           50.76574  \n",
       "2                                           50.76574  \n",
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      ">>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>><<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<\n",
      "*******************************    Stock :  X32   ****************************\n",
      "                              ARMA Model Results                              \n",
      "==============================================================================\n",
      "Dep. Variable:                    X32   No. Observations:                 2768\n",
      "Model:                     ARMA(1, 0)   Log Likelihood                7620.421\n",
      "Method:                       css-mle   S.D. of innovations              0.015\n",
      "Date:                Wed, 08 Jun 2016   AIC                         -15234.843\n",
      "Time:                        19:58:25   BIC                         -15217.065\n",
      "Sample:                    01-04-2005   HQIC                        -15228.422\n",
      "                         - 12-31-2015                                         \n",
      "==============================================================================\n",
      "                 coef    std err          z      P>|z|      [95.0% Conf. Int.]\n",
      "------------------------------------------------------------------------------\n",
      "const          0.0002      0.000      0.723      0.470        -0.000     0.001\n",
      "ar.L1.X32     -0.0380      0.019     -2.002      0.045        -0.075    -0.001\n",
      "                                    Roots                                    \n",
      "=============================================================================\n",
      "                 Real           Imaginary           Modulus         Frequency\n",
      "-----------------------------------------------------------------------------\n",
      "AR.1          -26.3049           +0.0000j           26.3049            0.5000\n",
      "-----------------------------------------------------------------------------\n",
      "=====  3-day Returns forecast for closing price of last-day in timeseries ======\n",
      "           Note: The first row in the table corresponds to the last day \n",
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      "   Stock: X32\n"
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      ">>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>><<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<\n",
      "*******************************    Stock :  X33   ****************************\n",
      "                              ARMA Model Results                              \n",
      "==============================================================================\n",
      "Dep. Variable:                    X33   No. Observations:                 1734\n",
      "Model:                     ARMA(1, 0)   Log Likelihood                4703.808\n",
      "Method:                       css-mle   S.D. of innovations              0.016\n",
      "Date:                Wed, 08 Jun 2016   AIC                          -9401.616\n",
      "Time:                        19:58:26   BIC                          -9385.241\n",
      "Sample:                    02-12-2009   HQIC                         -9395.560\n",
      "                         - 12-31-2015                                         \n",
      "==============================================================================\n",
      "                 coef    std err          z      P>|z|      [95.0% Conf. Int.]\n",
      "------------------------------------------------------------------------------\n",
      "const          0.0007      0.000      1.887      0.059     -2.72e-05     0.001\n",
      "ar.L1.X33     -0.0397      0.024     -1.653      0.099        -0.087     0.007\n",
      "                                    Roots                                    \n",
      "=============================================================================\n",
      "                 Real           Imaginary           Modulus         Frequency\n",
      "-----------------------------------------------------------------------------\n",
      "AR.1          -25.2036           +0.0000j           25.2036            0.5000\n",
      "-----------------------------------------------------------------------------\n",
      "=====  3-day Returns forecast for closing price of last-day in timeseries ======\n",
      "           Note: The first row in the table corresponds to the last day \n",
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       "      <th>2</th>\n",
       "      <td>2016-01-02</td>\n",
       "      <td>0.000691</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.011171</td>\n",
       "      <td>62850.07519</td>\n",
       "      <td>52.479815</td>\n",
       "      <td>0.019582</td>\n",
       "      <td>89924.636869</td>\n",
       "      <td>49.88466</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>3</th>\n",
       "      <td>2016-01-03</td>\n",
       "      <td>0.000700</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.011171</td>\n",
       "      <td>62850.07519</td>\n",
       "      <td>52.479815</td>\n",
       "      <td>0.019582</td>\n",
       "      <td>89924.636869</td>\n",
       "      <td>49.88466</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "           0  Forecast Log Returns  Forecast 3-day Log Returns  \\\n",
       "0 2015-12-31              0.000967                   -0.002309   \n",
       "1 2016-01-01              0.000918                         NaN   \n",
       "2 2016-01-02              0.000691                         NaN   \n",
       "3 2016-01-03              0.000700                         NaN   \n",
       "\n",
       "   Long term MAE (log returns)  Long term MAPE (log returns) %  \\\n",
       "0                     0.011171                     62850.07519   \n",
       "1                     0.011171                     62850.07519   \n",
       "2                     0.011171                     62850.07519   \n",
       "3                     0.011171                     62850.07519   \n",
       "\n",
       "   Long term DirectionAccuracy (log returns) %  \\\n",
       "0                                    52.479815   \n",
       "1                                    52.479815   \n",
       "2                                    52.479815   \n",
       "3                                    52.479815   \n",
       "\n",
       "   Long term MAE (3-day log returns)  Long term MAPE (3-day log returns) %  \\\n",
       "0                           0.019582                          89924.636869   \n",
       "1                           0.019582                          89924.636869   \n",
       "2                           0.019582                          89924.636869   \n",
       "3                           0.019582                          89924.636869   \n",
       "\n",
       "   Long term DirectionAccuracy (3-day log returns) %  \n",
       "0                                           49.88466  \n",
       "1                                           49.88466  \n",
       "2                                           49.88466  \n",
       "3                                           49.88466  "
      ]
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     "text": [
      ">>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>><<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<\n",
      "*******************************    Stock :  X34   ****************************\n",
      "                              ARMA Model Results                              \n",
      "==============================================================================\n",
      "Dep. Variable:                    X34   No. Observations:                 2768\n",
      "Model:                     ARMA(1, 0)   Log Likelihood                8318.413\n",
      "Method:                       css-mle   S.D. of innovations              0.012\n",
      "Date:                Wed, 08 Jun 2016   AIC                         -16630.827\n",
      "Time:                        19:58:26   BIC                         -16613.049\n",
      "Sample:                    01-04-2005   HQIC                        -16624.406\n",
      "                         - 12-31-2015                                         \n",
      "==============================================================================\n",
      "                 coef    std err          z      P>|z|      [95.0% Conf. Int.]\n",
      "------------------------------------------------------------------------------\n",
      "const          0.0004      0.000      1.825      0.068     -2.83e-05     0.001\n",
      "ar.L1.X34     -0.0824      0.019     -4.351      0.000        -0.120    -0.045\n",
      "                                    Roots                                    \n",
      "=============================================================================\n",
      "                 Real           Imaginary           Modulus         Frequency\n",
      "-----------------------------------------------------------------------------\n",
      "AR.1          -12.1324           +0.0000j           12.1324            0.5000\n",
      "-----------------------------------------------------------------------------\n",
      "=====  3-day Returns forecast for closing price of last-day in timeseries ======\n",
      "           Note: The first row in the table corresponds to the last day \n",
      "           closing price of the stock\n",
      "   Stock: X34\n"
     ]
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       "      <td>0.014757</td>\n",
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       "      <td>2016-01-01</td>\n",
       "      <td>0.001412</td>\n",
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       "           0  Forecast Log Returns  Forecast 3-day Log Returns  \\\n",
       "0 2015-12-31              0.001042                   -0.002102   \n",
       "1 2016-01-01              0.001412                         NaN   \n",
       "2 2016-01-02              0.000299                         NaN   \n",
       "3 2016-01-03              0.000391                         NaN   \n",
       "\n",
       "   Long term MAE (log returns)  Long term MAPE (log returns) %  \\\n",
       "0                     0.008244                    79231.553092   \n",
       "1                     0.008244                    79231.553092   \n",
       "2                     0.008244                    79231.553092   \n",
       "3                     0.008244                    79231.553092   \n",
       "\n",
       "   Long term DirectionAccuracy (log returns) %  \\\n",
       "0                                    54.046243   \n",
       "1                                    54.046243   \n",
       "2                                    54.046243   \n",
       "3                                    54.046243   \n",
       "\n",
       "   Long term MAE (3-day log returns)  Long term MAPE (3-day log returns) %  \\\n",
       "0                           0.014757                          95991.651024   \n",
       "1                           0.014757                          95991.651024   \n",
       "2                           0.014757                          95991.651024   \n",
       "3                           0.014757                          95991.651024   \n",
       "\n",
       "   Long term DirectionAccuracy (3-day log returns) %  \n",
       "0                                          41.473988  \n",
       "1                                          41.473988  \n",
       "2                                          41.473988  \n",
       "3                                          41.473988  "
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     "text": [
      ">>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>><<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<\n",
      "*******************************    Stock :  X35   ****************************\n",
      "                              ARMA Model Results                              \n",
      "==============================================================================\n",
      "Dep. Variable:                    X35   No. Observations:                 2074\n",
      "Model:                     ARMA(1, 0)   Log Likelihood                4126.200\n",
      "Method:                       css-mle   S.D. of innovations              0.033\n",
      "Date:                Wed, 08 Jun 2016   AIC                          -8246.400\n",
      "Time:                        19:58:26   BIC                          -8229.488\n",
      "Sample:                    01-04-2005   HQIC                         -8240.202\n",
      "                         - 04-02-2013                                         \n",
      "==============================================================================\n",
      "                 coef    std err          z      P>|z|      [95.0% Conf. Int.]\n",
      "------------------------------------------------------------------------------\n",
      "const          0.0015      0.001      2.070      0.039      7.82e-05     0.003\n",
      "ar.L1.X35     -0.0237      0.022     -1.081      0.280        -0.067     0.019\n",
      "                                    Roots                                    \n",
      "=============================================================================\n",
      "                 Real           Imaginary           Modulus         Frequency\n",
      "-----------------------------------------------------------------------------\n",
      "AR.1          -42.1430           +0.0000j           42.1430            0.5000\n",
      "-----------------------------------------------------------------------------\n",
      "=====  3-day Returns forecast for closing price of last-day in timeseries ======\n",
      "           Note: The first row in the table corresponds to the last day \n",
      "           closing price of the stock\n",
      "   Stock: X35\n"
     ]
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       "      <td>107569.163525</td>\n",
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       "</table>\n",
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       "           0  Forecast Log Returns  Forecast 3-day Log Returns  \\\n",
       "0 2015-12-31              0.001544                   -0.004114   \n",
       "1 2016-01-01              0.001168                         NaN   \n",
       "2 2016-01-02              0.001477                         NaN   \n",
       "3 2016-01-03              0.001469                         NaN   \n",
       "\n",
       "   Long term MAE (log returns)  Long term MAPE (log returns) %  \\\n",
       "0                      0.02194                    65863.734742   \n",
       "1                      0.02194                    65863.734742   \n",
       "2                      0.02194                    65863.734742   \n",
       "3                      0.02194                    65863.734742   \n",
       "\n",
       "   Long term DirectionAccuracy (log returns) %  \\\n",
       "0                                    51.591128   \n",
       "1                                    51.591128   \n",
       "2                                    51.591128   \n",
       "3                                    51.591128   \n",
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       "   Long term MAE (3-day log returns)  Long term MAPE (3-day log returns) %  \\\n",
       "0                           0.038558                         107569.163525   \n",
       "1                           0.038558                         107569.163525   \n",
       "2                           0.038558                         107569.163525   \n",
       "3                           0.038558                         107569.163525   \n",
       "\n",
       "   Long term DirectionAccuracy (3-day log returns) %  \n",
       "0                                          55.448409  \n",
       "1                                          55.448409  \n",
       "2                                          55.448409  \n",
       "3                                          55.448409  "
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      ">>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>><<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<\n",
      "*******************************    Stock :  X36   ****************************\n",
      "                              ARMA Model Results                              \n",
      "==============================================================================\n",
      "Dep. Variable:                    X36   No. Observations:                 2768\n",
      "Model:                     ARMA(1, 0)   Log Likelihood                5727.769\n",
      "Method:                       css-mle   S.D. of innovations              0.031\n",
      "Date:                Wed, 08 Jun 2016   AIC                         -11449.537\n",
      "Time:                        19:58:26   BIC                         -11431.760\n",
      "Sample:                    01-04-2005   HQIC                        -11443.116\n",
      "                         - 12-31-2015                                         \n",
      "==============================================================================\n",
      "                 coef    std err          z      P>|z|      [95.0% Conf. Int.]\n",
      "------------------------------------------------------------------------------\n",
      "const          0.0015      0.001      2.683      0.007         0.000     0.003\n",
      "ar.L1.X36     -0.0335      0.019     -1.761      0.078        -0.071     0.004\n",
      "                                    Roots                                    \n",
      "=============================================================================\n",
      "                 Real           Imaginary           Modulus         Frequency\n",
      "-----------------------------------------------------------------------------\n",
      "AR.1          -29.8850           +0.0000j           29.8850            0.5000\n",
      "-----------------------------------------------------------------------------\n",
      "=====  3-day Returns forecast for closing price of last-day in timeseries ======\n",
      "           Note: The first row in the table corresponds to the last day \n",
      "           closing price of the stock\n",
      "   Stock: X36\n"
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       "      <td>134009.477212</td>\n",
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       "           0  Forecast Log Returns  Forecast 3-day Log Returns  \\\n",
       "0 2015-12-31              0.001543                    -0.00485   \n",
       "1 2016-01-01              0.001845                         NaN   \n",
       "2 2016-01-02              0.001497                         NaN   \n",
       "3 2016-01-03              0.001508                         NaN   \n",
       "\n",
       "   Long term MAE (log returns)  Long term MAPE (log returns) %  \\\n",
       "0                     0.019746                    59884.033159   \n",
       "1                     0.019746                    59884.033159   \n",
       "2                     0.019746                    59884.033159   \n",
       "3                     0.019746                    59884.033159   \n",
       "\n",
       "   Long term DirectionAccuracy (log returns) %  \\\n",
       "0                                    51.445087   \n",
       "1                                    51.445087   \n",
       "2                                    51.445087   \n",
       "3                                    51.445087   \n",
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       "   Long term MAE (3-day log returns)  Long term MAPE (3-day log returns) %  \\\n",
       "0                           0.035236                         134009.477212   \n",
       "1                           0.035236                         134009.477212   \n",
       "2                           0.035236                         134009.477212   \n",
       "3                           0.035236                         134009.477212   \n",
       "\n",
       "   Long term DirectionAccuracy (3-day log returns) %  \n",
       "0                                          54.624277  \n",
       "1                                          54.624277  \n",
       "2                                          54.624277  \n",
       "3                                          54.624277  "
      ]
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     "text": [
      ">>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>><<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<\n",
      "*******************************    Stock :  X37   ****************************\n",
      "                              ARMA Model Results                              \n",
      "==============================================================================\n",
      "Dep. Variable:                    X37   No. Observations:                 2768\n",
      "Model:                     ARMA(1, 0)   Log Likelihood                8269.050\n",
      "Method:                       css-mle   S.D. of innovations              0.012\n",
      "Date:                Wed, 08 Jun 2016   AIC                         -16532.100\n",
      "Time:                        19:58:27   BIC                         -16514.322\n",
      "Sample:                    01-04-2005   HQIC                        -16525.679\n",
      "                         - 12-31-2015                                         \n",
      "==============================================================================\n",
      "                 coef    std err          z      P>|z|      [95.0% Conf. Int.]\n",
      "------------------------------------------------------------------------------\n",
      "const          0.0007      0.000      3.325      0.001         0.000     0.001\n",
      "ar.L1.X37     -0.0671      0.019     -3.537      0.000        -0.104    -0.030\n",
      "                                    Roots                                    \n",
      "=============================================================================\n",
      "                 Real           Imaginary           Modulus         Frequency\n",
      "-----------------------------------------------------------------------------\n",
      "AR.1          -14.9089           +0.0000j           14.9089            0.5000\n",
      "-----------------------------------------------------------------------------\n",
      "=====  3-day Returns forecast for closing price of last-day in timeseries ======\n",
      "           Note: The first row in the table corresponds to the last day \n",
      "           closing price of the stock\n",
      "   Stock: X37\n"
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       "           0  Forecast Log Returns  Forecast 3-day Log Returns  \\\n",
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       "1                                          54.046243  \n",
       "2                                          54.046243  \n",
       "3                                          54.046243  "
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      ">>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>><<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<\n",
      "*******************************    Stock :  X38   ****************************\n",
      "                              ARMA Model Results                              \n",
      "==============================================================================\n",
      "Dep. Variable:                    X38   No. Observations:                 1296\n",
      "Model:                     ARMA(1, 0)   Log Likelihood                3230.895\n",
      "Method:                       css-mle   S.D. of innovations              0.020\n",
      "Date:                Wed, 08 Jun 2016   AIC                          -6455.790\n",
      "Time:                        19:58:27   BIC                          -6440.289\n",
      "Sample:                    01-04-2005   HQIC                         -6449.973\n",
      "                         - 02-26-2010                                         \n",
      "==============================================================================\n",
      "                 coef    std err          z      P>|z|      [95.0% Conf. Int.]\n",
      "------------------------------------------------------------------------------\n",
      "const          0.0004      0.001      0.716      0.474        -0.001     0.001\n",
      "ar.L1.X38     -0.1022      0.028     -3.698      0.000        -0.156    -0.048\n",
      "                                    Roots                                    \n",
      "=============================================================================\n",
      "                 Real           Imaginary           Modulus         Frequency\n",
      "-----------------------------------------------------------------------------\n",
      "AR.1           -9.7889           +0.0000j            9.7889            0.5000\n",
      "-----------------------------------------------------------------------------\n",
      "=====  3-day Returns forecast for closing price of last-day in timeseries ======\n",
      "           Note: The first row in the table corresponds to the last day \n",
      "           closing price of the stock\n",
      "   Stock: X38\n"
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       "           0  Forecast Log Returns  Forecast 3-day Log Returns  \\\n",
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       "2 2016-01-02              0.000392                         NaN   \n",
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       "\n",
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       "2                                          36.033951  \n",
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      ">>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>><<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<\n",
      "*******************************    Stock :  X39   ****************************\n",
      "                              ARMA Model Results                              \n",
      "==============================================================================\n",
      "Dep. Variable:                    X39   No. Observations:                 1296\n",
      "Model:                     ARMA(1, 0)   Log Likelihood                3391.871\n",
      "Method:                       css-mle   S.D. of innovations              0.018\n",
      "Date:                Wed, 08 Jun 2016   AIC                          -6777.741\n",
      "Time:                        19:58:27   BIC                          -6762.240\n",
      "Sample:                    01-04-2005   HQIC                         -6771.924\n",
      "                         - 02-26-2010                                         \n",
      "==============================================================================\n",
      "                 coef    std err          z      P>|z|      [95.0% Conf. Int.]\n",
      "------------------------------------------------------------------------------\n",
      "const          0.0003      0.000      0.707      0.479        -0.001     0.001\n",
      "ar.L1.X39     -0.0303      0.028     -1.090      0.276        -0.085     0.024\n",
      "                                    Roots                                    \n",
      "=============================================================================\n",
      "                 Real           Imaginary           Modulus         Frequency\n",
      "-----------------------------------------------------------------------------\n",
      "AR.1          -33.0568           +0.0000j           33.0568            0.5000\n",
      "-----------------------------------------------------------------------------\n",
      "=====  3-day Returns forecast for closing price of last-day in timeseries ======\n",
      "           Note: The first row in the table corresponds to the last day \n",
      "           closing price of the stock\n",
      "   Stock: X39\n"
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       "           0  Forecast Log Returns  Forecast 3-day Log Returns  \\\n",
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       "2 2016-01-02              0.000336                         NaN   \n",
       "3 2016-01-03              0.000337                         NaN   \n",
       "\n",
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       "2                           0.019078                         100691.705373   \n",
       "3                           0.019078                         100691.705373   \n",
       "\n",
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       "0                                          46.759259  \n",
       "1                                          46.759259  \n",
       "2                                          46.759259  \n",
       "3                                          46.759259  "
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      ">>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>><<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<\n",
      "*******************************    Stock :  X40   ****************************\n",
      "                              ARMA Model Results                              \n",
      "==============================================================================\n",
      "Dep. Variable:                    X40   No. Observations:                 2768\n",
      "Model:                     ARMA(1, 0)   Log Likelihood                8617.552\n",
      "Method:                       css-mle   S.D. of innovations              0.011\n",
      "Date:                Wed, 08 Jun 2016   AIC                         -17229.104\n",
      "Time:                        19:58:27   BIC                         -17211.326\n",
      "Sample:                    01-04-2005   HQIC                        -17222.683\n",
      "                         - 12-31-2015                                         \n",
      "==============================================================================\n",
      "                 coef    std err          z      P>|z|      [95.0% Conf. Int.]\n",
      "------------------------------------------------------------------------------\n",
      "const          0.0003      0.000      1.771      0.077     -3.64e-05     0.001\n",
      "ar.L1.X40     -0.0584      0.019     -3.077      0.002        -0.096    -0.021\n",
      "                                    Roots                                    \n",
      "=============================================================================\n",
      "                 Real           Imaginary           Modulus         Frequency\n",
      "-----------------------------------------------------------------------------\n",
      "AR.1          -17.1269           +0.0000j           17.1269            0.5000\n",
      "-----------------------------------------------------------------------------\n",
      "=====  3-day Returns forecast for closing price of last-day in timeseries ======\n",
      "           Note: The first row in the table corresponds to the last day \n",
      "           closing price of the stock\n",
      "   Stock: X40\n"
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       "           0  Forecast Log Returns  Forecast 3-day Log Returns  \\\n",
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       "2 2016-01-02              0.000299                         NaN   \n",
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       "\n",
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       "0                     0.007444                    20627.480415   \n",
       "1                     0.007444                    20627.480415   \n",
       "2                     0.007444                    20627.480415   \n",
       "3                     0.007444                    20627.480415   \n",
       "\n",
       "   Long term DirectionAccuracy (log returns) %  \\\n",
       "0                                    52.203757   \n",
       "1                                    52.203757   \n",
       "2                                    52.203757   \n",
       "3                                    52.203757   \n",
       "\n",
       "   Long term MAE (3-day log returns)  Long term MAPE (3-day log returns) %  \\\n",
       "0                           0.012926                          24243.584509   \n",
       "1                           0.012926                          24243.584509   \n",
       "2                           0.012926                          24243.584509   \n",
       "3                           0.012926                          24243.584509   \n",
       "\n",
       "   Long term DirectionAccuracy (3-day log returns) %  \n",
       "0                                          44.147399  \n",
       "1                                          44.147399  \n",
       "2                                          44.147399  \n",
       "3                                          44.147399  "
      ]
     },
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     "text": [
      ">>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>><<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<\n",
      "*******************************    Stock :  X41   ****************************\n",
      "                              ARMA Model Results                              \n",
      "==============================================================================\n",
      "Dep. Variable:                    X41   No. Observations:                 1963\n",
      "Model:                     ARMA(1, 0)   Log Likelihood                5548.429\n",
      "Method:                       css-mle   S.D. of innovations              0.014\n",
      "Date:                Wed, 08 Jun 2016   AIC                         -11090.857\n",
      "Time:                        19:58:28   BIC                         -11074.111\n",
      "Sample:                    03-18-2008   HQIC                        -11084.702\n",
      "                         - 12-31-2015                                         \n",
      "==============================================================================\n",
      "                 coef    std err          z      P>|z|      [95.0% Conf. Int.]\n",
      "------------------------------------------------------------------------------\n",
      "const          0.0005      0.000      1.505      0.133        -0.000     0.001\n",
      "ar.L1.X41     -0.0386      0.023     -1.714      0.087        -0.083     0.006\n",
      "                                    Roots                                    \n",
      "=============================================================================\n",
      "                 Real           Imaginary           Modulus         Frequency\n",
      "-----------------------------------------------------------------------------\n",
      "AR.1          -25.8753           +0.0000j           25.8753            0.5000\n",
      "-----------------------------------------------------------------------------\n",
      "=====  3-day Returns forecast for closing price of last-day in timeseries ======\n",
      "           Note: The first row in the table corresponds to the last day \n",
      "           closing price of the stock\n",
      "   Stock: X41\n"
     ]
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       "\n",
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      ">>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>><<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<\n",
      "*******************************    Stock :  X42   ****************************\n",
      "                              ARMA Model Results                              \n",
      "==============================================================================\n",
      "Dep. Variable:                    X42   No. Observations:                  988\n",
      "Model:                     ARMA(1, 0)   Log Likelihood                2413.208\n",
      "Method:                       css-mle   S.D. of innovations              0.021\n",
      "Date:                Wed, 08 Jun 2016   AIC                          -4820.417\n",
      "Time:                        19:58:28   BIC                          -4805.730\n",
      "Sample:                    01-30-2012   HQIC                         -4814.832\n",
      "                         - 12-31-2015                                         \n",
      "==============================================================================\n",
      "                 coef    std err          z      P>|z|      [95.0% Conf. Int.]\n",
      "------------------------------------------------------------------------------\n",
      "const          0.0008      0.001      1.199      0.231        -0.001     0.002\n",
      "ar.L1.X42      0.0535      0.032      1.685      0.092        -0.009     0.116\n",
      "                                    Roots                                    \n",
      "=============================================================================\n",
      "                 Real           Imaginary           Modulus         Frequency\n",
      "-----------------------------------------------------------------------------\n",
      "AR.1           18.6868           +0.0000j           18.6868            0.0000\n",
      "-----------------------------------------------------------------------------\n",
      "=====  3-day Returns forecast for closing price of last-day in timeseries ======\n",
      "           Note: The first row in the table corresponds to the last day \n",
      "           closing price of the stock\n",
      "   Stock: X42\n"
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       "2 2016-01-02              0.000831                         NaN   \n",
       "3 2016-01-03              0.000847                         NaN   \n",
       "\n",
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       "2                                           59.51417  \n",
       "3                                           59.51417  "
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      ">>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>><<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<\n",
      "*******************************    Stock :  X43   ****************************\n",
      "                              ARMA Model Results                              \n",
      "==============================================================================\n",
      "Dep. Variable:                    X43   No. Observations:                 2031\n",
      "Model:                     ARMA(1, 0)   Log Likelihood                5224.359\n",
      "Method:                       css-mle   S.D. of innovations              0.018\n",
      "Date:                Wed, 08 Jun 2016   AIC                         -10442.717\n",
      "Time:                        19:58:28   BIC                         -10425.868\n",
      "Sample:                    01-04-2005   HQIC                        -10436.536\n",
      "                         - 01-29-2013                                         \n",
      "==============================================================================\n",
      "                 coef    std err          z      P>|z|      [95.0% Conf. Int.]\n",
      "------------------------------------------------------------------------------\n",
      "const          0.0005      0.000      1.177      0.239        -0.000     0.001\n",
      "ar.L1.X43     -0.0456      0.022     -2.058      0.040        -0.089    -0.002\n",
      "                                    Roots                                    \n",
      "=============================================================================\n",
      "                 Real           Imaginary           Modulus         Frequency\n",
      "-----------------------------------------------------------------------------\n",
      "AR.1          -21.9262           +0.0000j           21.9262            0.5000\n",
      "-----------------------------------------------------------------------------\n",
      "=====  3-day Returns forecast for closing price of last-day in timeseries ======\n",
      "           Note: The first row in the table corresponds to the last day \n",
      "           closing price of the stock\n",
      "   Stock: X43\n"
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       "           0  Forecast Log Returns  Forecast 3-day Log Returns  \\\n",
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       "2 2016-01-02              0.000461                         NaN   \n",
       "3 2016-01-03              0.000462                         NaN   \n",
       "\n",
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       "3                            0.02025                               57628.3   \n",
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       "1                                          47.021172  \n",
       "2                                          47.021172  \n",
       "3                                          47.021172  "
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      ">>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>><<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<\n",
      "*******************************    Stock :  X44   ****************************\n",
      "                              ARMA Model Results                              \n",
      "==============================================================================\n",
      "Dep. Variable:                    X44   No. Observations:                 2768\n",
      "Model:                     ARMA(1, 0)   Log Likelihood                8039.336\n",
      "Method:                       css-mle   S.D. of innovations              0.013\n",
      "Date:                Wed, 08 Jun 2016   AIC                         -16072.671\n",
      "Time:                        19:58:28   BIC                         -16054.894\n",
      "Sample:                    01-04-2005   HQIC                        -16066.251\n",
      "                         - 12-31-2015                                         \n",
      "==============================================================================\n",
      "                 coef    std err          z      P>|z|      [95.0% Conf. Int.]\n",
      "------------------------------------------------------------------------------\n",
      "const          0.0008      0.000      3.198      0.001         0.000     0.001\n",
      "ar.L1.X44     -0.0366      0.019     -1.926      0.054        -0.074     0.001\n",
      "                                    Roots                                    \n",
      "=============================================================================\n",
      "                 Real           Imaginary           Modulus         Frequency\n",
      "-----------------------------------------------------------------------------\n",
      "AR.1          -27.3344           +0.0000j           27.3344            0.5000\n",
      "-----------------------------------------------------------------------------\n",
      "=====  3-day Returns forecast for closing price of last-day in timeseries ======\n",
      "           Note: The first row in the table corresponds to the last day \n",
      "           closing price of the stock\n",
      "   Stock: X44\n"
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       "      <td>0.01652</td>\n",
       "      <td>95906.460214</td>\n",
       "      <td>55.924855</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>2016-01-01</td>\n",
       "      <td>0.001216</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.009356</td>\n",
       "      <td>60514.063514</td>\n",
       "      <td>52.709538</td>\n",
       "      <td>0.01652</td>\n",
       "      <td>95906.460214</td>\n",
       "      <td>55.924855</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2</th>\n",
       "      <td>2016-01-02</td>\n",
       "      <td>0.000761</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.009356</td>\n",
       "      <td>60514.063514</td>\n",
       "      <td>52.709538</td>\n",
       "      <td>0.01652</td>\n",
       "      <td>95906.460214</td>\n",
       "      <td>55.924855</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>3</th>\n",
       "      <td>2016-01-03</td>\n",
       "      <td>0.000778</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.009356</td>\n",
       "      <td>60514.063514</td>\n",
       "      <td>52.709538</td>\n",
       "      <td>0.01652</td>\n",
       "      <td>95906.460214</td>\n",
       "      <td>55.924855</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "           0  Forecast Log Returns  Forecast 3-day Log Returns  \\\n",
       "0 2015-12-31              0.000688                   -0.002755   \n",
       "1 2016-01-01              0.001216                         NaN   \n",
       "2 2016-01-02              0.000761                         NaN   \n",
       "3 2016-01-03              0.000778                         NaN   \n",
       "\n",
       "   Long term MAE (log returns)  Long term MAPE (log returns) %  \\\n",
       "0                     0.009356                    60514.063514   \n",
       "1                     0.009356                    60514.063514   \n",
       "2                     0.009356                    60514.063514   \n",
       "3                     0.009356                    60514.063514   \n",
       "\n",
       "   Long term DirectionAccuracy (log returns) %  \\\n",
       "0                                    52.709538   \n",
       "1                                    52.709538   \n",
       "2                                    52.709538   \n",
       "3                                    52.709538   \n",
       "\n",
       "   Long term MAE (3-day log returns)  Long term MAPE (3-day log returns) %  \\\n",
       "0                            0.01652                          95906.460214   \n",
       "1                            0.01652                          95906.460214   \n",
       "2                            0.01652                          95906.460214   \n",
       "3                            0.01652                          95906.460214   \n",
       "\n",
       "   Long term DirectionAccuracy (3-day log returns) %  \n",
       "0                                          55.924855  \n",
       "1                                          55.924855  \n",
       "2                                          55.924855  \n",
       "3                                          55.924855  "
      ]
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     "text": [
      ">>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>><<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<\n",
      "*******************************    Stock :  X45   ****************************\n",
      "                              ARMA Model Results                              \n",
      "==============================================================================\n",
      "Dep. Variable:                    X45   No. Observations:                 2768\n",
      "Model:                     ARMA(1, 0)   Log Likelihood                6646.128\n",
      "Method:                       css-mle   S.D. of innovations              0.022\n",
      "Date:                Wed, 08 Jun 2016   AIC                         -13286.257\n",
      "Time:                        19:58:28   BIC                         -13268.479\n",
      "Sample:                    01-04-2005   HQIC                        -13279.836\n",
      "                         - 12-31-2015                                         \n",
      "==============================================================================\n",
      "                 coef    std err          z      P>|z|      [95.0% Conf. Int.]\n",
      "------------------------------------------------------------------------------\n",
      "const          0.0008      0.000      2.033      0.042      2.93e-05     0.002\n",
      "ar.L1.X45     -0.0353      0.019     -1.856      0.063        -0.072     0.002\n",
      "                                    Roots                                    \n",
      "=============================================================================\n",
      "                 Real           Imaginary           Modulus         Frequency\n",
      "-----------------------------------------------------------------------------\n",
      "AR.1          -28.3594           +0.0000j           28.3594            0.5000\n",
      "-----------------------------------------------------------------------------\n",
      "=====  3-day Returns forecast for closing price of last-day in timeseries ======\n",
      "           Note: The first row in the table corresponds to the last day \n",
      "           closing price of the stock\n",
      "   Stock: X45\n"
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       "           0  Forecast Log Returns  Forecast 3-day Log Returns  \\\n",
       "0 2015-12-31              0.001125                   -0.002608   \n",
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       "2 2016-01-02              0.000813                         NaN   \n",
       "3 2016-01-03              0.000819                         NaN   \n",
       "\n",
       "   Long term MAE (log returns)  Long term MAPE (log returns) %  \\\n",
       "0                      0.01422                    88922.827744   \n",
       "1                      0.01422                    88922.827744   \n",
       "2                      0.01422                    88922.827744   \n",
       "3                      0.01422                    88922.827744   \n",
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       "1                             0.0257                         126566.314279   \n",
       "2                             0.0257                         126566.314279   \n",
       "3                             0.0257                         126566.314279   \n",
       "\n",
       "   Long term DirectionAccuracy (3-day log returns) %  \n",
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       "1                                          50.469653  \n",
       "2                                          50.469653  \n",
       "3                                          50.469653  "
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      ">>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>><<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<\n",
      "*******************************    Stock :  X46   ****************************\n",
      "                              ARMA Model Results                              \n",
      "==============================================================================\n",
      "Dep. Variable:                    X46   No. Observations:                 2198\n",
      "Model:                     ARMA(1, 0)   Log Likelihood                4685.130\n",
      "Method:                       css-mle   S.D. of innovations              0.029\n",
      "Date:                Wed, 08 Jun 2016   AIC                          -9364.261\n",
      "Time:                        19:58:29   BIC                          -9347.175\n",
      "Sample:                    01-04-2005   HQIC                         -9358.017\n",
      "                         - 09-26-2013                                         \n",
      "==============================================================================\n",
      "                 coef    std err          z      P>|z|      [95.0% Conf. Int.]\n",
      "------------------------------------------------------------------------------\n",
      "const       7.219e-05      0.001      0.106      0.915        -0.001     0.001\n",
      "ar.L1.X46      0.0997      0.021      4.700      0.000         0.058     0.141\n",
      "                                    Roots                                    \n",
      "=============================================================================\n",
      "                 Real           Imaginary           Modulus         Frequency\n",
      "-----------------------------------------------------------------------------\n",
      "AR.1           10.0281           +0.0000j           10.0281            0.0000\n",
      "-----------------------------------------------------------------------------\n",
      "=====  3-day Returns forecast for closing price of last-day in timeseries ======\n",
      "           Note: The first row in the table corresponds to the last day \n",
      "           closing price of the stock\n",
      "   Stock: X46\n"
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       "           0  Forecast Log Returns  Forecast 3-day Log Returns  \\\n",
       "0 2015-12-31              0.000065                   -0.000176   \n",
       "1 2016-01-01              0.000036                         NaN   \n",
       "2 2016-01-02              0.000069                         NaN   \n",
       "3 2016-01-03              0.000072                         NaN   \n",
       "\n",
       "   Long term MAE (log returns)  Long term MAPE (log returns) %  \\\n",
       "0                     0.017276                   164138.439535   \n",
       "1                     0.017276                   164138.439535   \n",
       "2                     0.017276                   164138.439535   \n",
       "3                     0.017276                   164138.439535   \n",
       "\n",
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       "1                                    48.817106   \n",
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       "0                           0.029748                         134369.165476   \n",
       "1                           0.029748                         134369.165476   \n",
       "2                           0.029748                         134369.165476   \n",
       "3                           0.029748                         134369.165476   \n",
       "\n",
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       "0                                          74.067334  \n",
       "1                                          74.067334  \n",
       "2                                          74.067334  \n",
       "3                                          74.067334  "
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      ">>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>><<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<\n",
      "*******************************    Stock :  X47   ****************************\n",
      "                              ARMA Model Results                              \n",
      "==============================================================================\n",
      "Dep. Variable:                    X47   No. Observations:                 2768\n",
      "Model:                     ARMA(1, 0)   Log Likelihood                8044.110\n",
      "Method:                       css-mle   S.D. of innovations              0.013\n",
      "Date:                Wed, 08 Jun 2016   AIC                         -16082.219\n",
      "Time:                        19:58:29   BIC                         -16064.442\n",
      "Sample:                    01-04-2005   HQIC                        -16075.799\n",
      "                         - 12-31-2015                                         \n",
      "==============================================================================\n",
      "                 coef    std err          z      P>|z|      [95.0% Conf. Int.]\n",
      "------------------------------------------------------------------------------\n",
      "const          0.0005      0.000      1.938      0.053     -5.38e-06     0.001\n",
      "ar.L1.X47     -0.0117      0.019     -0.617      0.537        -0.049     0.026\n",
      "                                    Roots                                    \n",
      "=============================================================================\n",
      "                 Real           Imaginary           Modulus         Frequency\n",
      "-----------------------------------------------------------------------------\n",
      "AR.1          -85.2659           +0.0000j           85.2659            0.5000\n",
      "-----------------------------------------------------------------------------\n",
      "=====  3-day Returns forecast for closing price of last-day in timeseries ======\n",
      "           Note: The first row in the table corresponds to the last day \n",
      "           closing price of the stock\n",
      "   Stock: X47\n"
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       "           0  Forecast Log Returns  Forecast 3-day Log Returns  \\\n",
       "0 2015-12-31              0.000568                   -0.001508   \n",
       "1 2016-01-01              0.000545                         NaN   \n",
       "2 2016-01-02              0.000481                         NaN   \n",
       "3 2016-01-03              0.000482                         NaN   \n",
       "\n",
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       "1                     0.008812                    26529.020177   \n",
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       "1                           0.015657                          63387.367631   \n",
       "2                           0.015657                          63387.367631   \n",
       "3                           0.015657                          63387.367631   \n",
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       "   Long term DirectionAccuracy (3-day log returns) %  \n",
       "0                                          54.696532  \n",
       "1                                          54.696532  \n",
       "2                                          54.696532  \n",
       "3                                          54.696532  "
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      ">>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>><<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<\n",
      "*******************************    Stock :  X48   ****************************\n",
      "                              ARMA Model Results                              \n",
      "==============================================================================\n",
      "Dep. Variable:                    X48   No. Observations:                 1886\n",
      "Model:                     ARMA(1, 0)   Log Likelihood                4972.099\n",
      "Method:                       css-mle   S.D. of innovations              0.017\n",
      "Date:                Wed, 08 Jun 2016   AIC                          -9938.198\n",
      "Time:                        19:58:29   BIC                          -9921.571\n",
      "Sample:                    01-04-2005   HQIC                         -9932.075\n",
      "                         - 06-28-2012                                         \n",
      "==============================================================================\n",
      "                 coef    std err          z      P>|z|      [95.0% Conf. Int.]\n",
      "------------------------------------------------------------------------------\n",
      "const       7.624e-05      0.000      0.203      0.839        -0.001     0.001\n",
      "ar.L1.X48     -0.0636      0.023     -2.768      0.006        -0.109    -0.019\n",
      "                                    Roots                                    \n",
      "=============================================================================\n",
      "                 Real           Imaginary           Modulus         Frequency\n",
      "-----------------------------------------------------------------------------\n",
      "AR.1          -15.7204           +0.0000j           15.7204            0.5000\n",
      "-----------------------------------------------------------------------------\n",
      "=====  3-day Returns forecast for closing price of last-day in timeseries ======\n",
      "           Note: The first row in the table corresponds to the last day \n",
      "           closing price of the stock\n",
      "   Stock: X48\n"
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       "           0  Forecast Log Returns  Forecast 3-day Log Returns  \\\n",
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       "1                                           28.73807  \n",
       "2                                           28.73807  \n",
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      ">>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>><<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<\n",
      "*******************************    Stock :  X49   ****************************\n",
      "                              ARMA Model Results                              \n",
      "==============================================================================\n",
      "Dep. Variable:                    X49   No. Observations:                 2768\n",
      "Model:                     ARMA(1, 0)   Log Likelihood                6882.888\n",
      "Method:                       css-mle   S.D. of innovations              0.020\n",
      "Date:                Wed, 08 Jun 2016   AIC                         -13759.775\n",
      "Time:                        19:58:29   BIC                         -13741.998\n",
      "Sample:                    01-04-2005   HQIC                        -13753.355\n",
      "                         - 12-31-2015                                         \n",
      "==============================================================================\n",
      "                 coef    std err          z      P>|z|      [95.0% Conf. Int.]\n",
      "------------------------------------------------------------------------------\n",
      "const          0.0007      0.000      1.743      0.081     -8.17e-05     0.001\n",
      "ar.L1.X49     -0.0138      0.019     -0.725      0.468        -0.051     0.023\n",
      "                                    Roots                                    \n",
      "=============================================================================\n",
      "                 Real           Imaginary           Modulus         Frequency\n",
      "-----------------------------------------------------------------------------\n",
      "AR.1          -72.5441           +0.0000j           72.5441            0.5000\n",
      "-----------------------------------------------------------------------------\n",
      "=====  3-day Returns forecast for closing price of last-day in timeseries ======\n",
      "           Note: The first row in the table corresponds to the last day \n",
      "           closing price of the stock\n",
      "   Stock: X49\n"
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       "3                                          53.793353  "
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      ">>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>><<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<\n",
      "*******************************    Stock :  X50   ****************************\n",
      "                              ARMA Model Results                              \n",
      "==============================================================================\n",
      "Dep. Variable:                    X50   No. Observations:                 2768\n",
      "Model:                     ARMA(1, 0)   Log Likelihood                7452.166\n",
      "Method:                       css-mle   S.D. of innovations              0.016\n",
      "Date:                Wed, 08 Jun 2016   AIC                         -14898.332\n",
      "Time:                        19:58:30   BIC                         -14880.554\n",
      "Sample:                    01-04-2005   HQIC                        -14891.911\n",
      "                         - 12-31-2015                                         \n",
      "==============================================================================\n",
      "                 coef    std err          z      P>|z|      [95.0% Conf. Int.]\n",
      "------------------------------------------------------------------------------\n",
      "const          0.0004      0.000      1.386      0.166        -0.000     0.001\n",
      "ar.L1.X50     -0.0320      0.019     -1.682      0.093        -0.069     0.005\n",
      "                                    Roots                                    \n",
      "=============================================================================\n",
      "                 Real           Imaginary           Modulus         Frequency\n",
      "-----------------------------------------------------------------------------\n",
      "AR.1          -31.2971           +0.0000j           31.2971            0.5000\n",
      "-----------------------------------------------------------------------------\n",
      "=====  3-day Returns forecast for closing price of last-day in timeseries ======\n",
      "           Note: The first row in the table corresponds to the last day \n",
      "           closing price of the stock\n",
      "   Stock: X50\n"
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       "2 2016-01-02              0.000411                         NaN   \n",
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       "0                                          49.132948  \n",
       "1                                          49.132948  \n",
       "2                                          49.132948  \n",
       "3                                          49.132948  "
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      ">>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>><<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<\n",
      "*******************************    Stock :  X51   ****************************\n",
      "                              ARMA Model Results                              \n",
      "==============================================================================\n",
      "Dep. Variable:                    X51   No. Observations:                 2654\n",
      "Model:                     ARMA(1, 0)   Log Likelihood                6778.368\n",
      "Method:                       css-mle   S.D. of innovations              0.019\n",
      "Date:                Wed, 08 Jun 2016   AIC                         -13550.737\n",
      "Time:                        19:58:30   BIC                         -13533.085\n",
      "Sample:                    06-17-2005   HQIC                        -13544.348\n",
      "                         - 12-31-2015                                         \n",
      "==============================================================================\n",
      "                 coef    std err          z      P>|z|      [95.0% Conf. Int.]\n",
      "------------------------------------------------------------------------------\n",
      "const          0.0003      0.000      0.912      0.362        -0.000     0.001\n",
      "ar.L1.X51      0.0085      0.019      0.439      0.661        -0.030     0.047\n",
      "                                    Roots                                    \n",
      "=============================================================================\n",
      "                 Real           Imaginary           Modulus         Frequency\n",
      "-----------------------------------------------------------------------------\n",
      "AR.1          117.2218           +0.0000j          117.2218            0.0000\n",
      "-----------------------------------------------------------------------------\n",
      "=====  3-day Returns forecast for closing price of last-day in timeseries ======\n",
      "           Note: The first row in the table corresponds to the last day \n",
      "           closing price of the stock\n",
      "   Stock: X51\n"
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       "      <td>0.022199</td>\n",
       "      <td>46109.995939</td>\n",
       "      <td>52.373775</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "           0  Forecast Log Returns  Forecast 3-day Log Returns  \\\n",
       "0 2015-12-31              0.000190                   -0.000916   \n",
       "1 2016-01-01              0.000245                         NaN   \n",
       "2 2016-01-02              0.000335                         NaN   \n",
       "3 2016-01-03              0.000336                         NaN   \n",
       "\n",
       "   Long term MAE (log returns)  Long term MAPE (log returns) %  \\\n",
       "0                     0.012577                    22701.744289   \n",
       "1                     0.012577                    22701.744289   \n",
       "2                     0.012577                    22701.744289   \n",
       "3                     0.012577                    22701.744289   \n",
       "\n",
       "   Long term DirectionAccuracy (log returns) %  \\\n",
       "0                                    51.205727   \n",
       "1                                    51.205727   \n",
       "2                                    51.205727   \n",
       "3                                    51.205727   \n",
       "\n",
       "   Long term MAE (3-day log returns)  Long term MAPE (3-day log returns) %  \\\n",
       "0                           0.022199                          46109.995939   \n",
       "1                           0.022199                          46109.995939   \n",
       "2                           0.022199                          46109.995939   \n",
       "3                           0.022199                          46109.995939   \n",
       "\n",
       "   Long term DirectionAccuracy (3-day log returns) %  \n",
       "0                                          52.373775  \n",
       "1                                          52.373775  \n",
       "2                                          52.373775  \n",
       "3                                          52.373775  "
      ]
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     "text": [
      ">>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>><<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<\n",
      "*******************************    Stock :  X52   ****************************\n",
      "                              ARMA Model Results                              \n",
      "==============================================================================\n",
      "Dep. Variable:                    X52   No. Observations:                 2768\n",
      "Model:                     ARMA(1, 0)   Log Likelihood                7627.850\n",
      "Method:                       css-mle   S.D. of innovations              0.015\n",
      "Date:                Wed, 08 Jun 2016   AIC                         -15249.700\n",
      "Time:                        19:58:30   BIC                         -15231.923\n",
      "Sample:                    01-04-2005   HQIC                        -15243.279\n",
      "                         - 12-31-2015                                         \n",
      "==============================================================================\n",
      "                 coef    std err          z      P>|z|      [95.0% Conf. Int.]\n",
      "------------------------------------------------------------------------------\n",
      "const          0.0001      0.000      0.565      0.572        -0.000     0.001\n",
      "ar.L1.X52     -0.1213      0.019     -6.425      0.000        -0.158    -0.084\n",
      "                                    Roots                                    \n",
      "=============================================================================\n",
      "                 Real           Imaginary           Modulus         Frequency\n",
      "-----------------------------------------------------------------------------\n",
      "AR.1           -8.2452           +0.0000j            8.2452            0.5000\n",
      "-----------------------------------------------------------------------------\n",
      "=====  3-day Returns forecast for closing price of last-day in timeseries ======\n",
      "           Note: The first row in the table corresponds to the last day \n",
      "           closing price of the stock\n",
      "   Stock: X52\n"
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       "           0  Forecast Log Returns  Forecast 3-day Log Returns  \\\n",
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       "2 2016-01-02             -0.000264                         NaN   \n",
       "3 2016-01-03              0.000197                         NaN   \n",
       "\n",
       "   Long term MAE (log returns)  Long term MAPE (log returns) %  \\\n",
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       "3                     0.010877                   119175.100217   \n",
       "\n",
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       "1                                    52.239884   \n",
       "2                                    52.239884   \n",
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       "1                           0.018124                         175156.987477   \n",
       "2                           0.018124                         175156.987477   \n",
       "3                           0.018124                         175156.987477   \n",
       "\n",
       "   Long term DirectionAccuracy (3-day log returns) %  \n",
       "0                                          31.972543  \n",
       "1                                          31.972543  \n",
       "2                                          31.972543  \n",
       "3                                          31.972543  "
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      ">>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>><<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<\n",
      "*******************************    Stock :  X53   ****************************\n",
      "                              ARMA Model Results                              \n",
      "==============================================================================\n",
      "Dep. Variable:                    X53   No. Observations:                 2768\n",
      "Model:                     ARMA(1, 0)   Log Likelihood                6592.026\n",
      "Method:                       css-mle   S.D. of innovations              0.022\n",
      "Date:                Wed, 08 Jun 2016   AIC                         -13178.052\n",
      "Time:                        19:58:30   BIC                         -13160.274\n",
      "Sample:                    01-04-2005   HQIC                        -13171.631\n",
      "                         - 12-31-2015                                         \n",
      "==============================================================================\n",
      "                 coef    std err          z      P>|z|      [95.0% Conf. Int.]\n",
      "------------------------------------------------------------------------------\n",
      "const          0.0004      0.000      1.006      0.314        -0.000     0.001\n",
      "ar.L1.X53      0.0149      0.019      0.785      0.433        -0.022     0.052\n",
      "                                    Roots                                    \n",
      "=============================================================================\n",
      "                 Real           Imaginary           Modulus         Frequency\n",
      "-----------------------------------------------------------------------------\n",
      "AR.1           67.0746           +0.0000j           67.0746            0.0000\n",
      "-----------------------------------------------------------------------------\n",
      "=====  3-day Returns forecast for closing price of last-day in timeseries ======\n",
      "           Note: The first row in the table corresponds to the last day \n",
      "           closing price of the stock\n",
      "   Stock: X53\n"
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       "           0  Forecast Log Returns  Forecast 3-day Log Returns  \\\n",
       "0 2015-12-31              0.000394                   -0.001169   \n",
       "1 2016-01-01              0.000302                         NaN   \n",
       "2 2016-01-02              0.000432                         NaN   \n",
       "3 2016-01-03              0.000434                         NaN   \n",
       "\n",
       "   Long term MAE (log returns)  Long term MAPE (log returns) %  \\\n",
       "0                     0.014673                    68424.423956   \n",
       "1                     0.014673                    68424.423956   \n",
       "2                     0.014673                    68424.423956   \n",
       "3                     0.014673                    68424.423956   \n",
       "\n",
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       "1                                    51.842486   \n",
       "2                                    51.842486   \n",
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       "1                           0.025241                          113293.76791   \n",
       "2                           0.025241                          113293.76791   \n",
       "3                           0.025241                          113293.76791   \n",
       "\n",
       "   Long term DirectionAccuracy (3-day log returns) %  \n",
       "0                                          55.455202  \n",
       "1                                          55.455202  \n",
       "2                                          55.455202  \n",
       "3                                          55.455202  "
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      ">>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>><<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<\n",
      "*******************************    Stock :  X54   ****************************\n",
      "                              ARMA Model Results                              \n",
      "==============================================================================\n",
      "Dep. Variable:                    X54   No. Observations:                 2768\n",
      "Model:                     ARMA(1, 0)   Log Likelihood                7059.706\n",
      "Method:                       css-mle   S.D. of innovations              0.019\n",
      "Date:                Wed, 08 Jun 2016   AIC                         -14113.412\n",
      "Time:                        19:58:31   BIC                         -14095.634\n",
      "Sample:                    01-04-2005   HQIC                        -14106.991\n",
      "                         - 12-31-2015                                         \n",
      "==============================================================================\n",
      "                 coef    std err          z      P>|z|      [95.0% Conf. Int.]\n",
      "------------------------------------------------------------------------------\n",
      "const          0.0002      0.000      0.635      0.526        -0.000     0.001\n",
      "ar.L1.X54     -0.0394      0.019     -2.076      0.038        -0.077    -0.002\n",
      "                                    Roots                                    \n",
      "=============================================================================\n",
      "                 Real           Imaginary           Modulus         Frequency\n",
      "-----------------------------------------------------------------------------\n",
      "AR.1          -25.3594           +0.0000j           25.3594            0.5000\n",
      "-----------------------------------------------------------------------------\n",
      "=====  3-day Returns forecast for closing price of last-day in timeseries ======\n",
      "           Note: The first row in the table corresponds to the last day \n",
      "           closing price of the stock\n",
      "   Stock: X54\n"
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       "           0  Forecast Log Returns  Forecast 3-day Log Returns  \\\n",
       "0 2015-12-31              0.000304                   -0.000989   \n",
       "1 2016-01-01              0.000564                         NaN   \n",
       "2 2016-01-02              0.000206                         NaN   \n",
       "3 2016-01-03              0.000220                         NaN   \n",
       "\n",
       "   Long term MAE (log returns)  Long term MAPE (log returns) %  \\\n",
       "0                     0.012939                    39608.118589   \n",
       "1                     0.012939                    39608.118589   \n",
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       "0                                    50.433526   \n",
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       "3                                    50.433526   \n",
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       "1                           0.022934                          38075.211635   \n",
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       "3                           0.022934                          38075.211635   \n",
       "\n",
       "   Long term DirectionAccuracy (3-day log returns) %  \n",
       "0                                          36.199422  \n",
       "1                                          36.199422  \n",
       "2                                          36.199422  \n",
       "3                                          36.199422  "
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      ">>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>><<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<\n",
      "*******************************    Stock :  X55   ****************************\n",
      "                              ARMA Model Results                              \n",
      "==============================================================================\n",
      "Dep. Variable:                    X55   No. Observations:                  798\n",
      "Model:                     ARMA(1, 0)   Log Likelihood                2059.383\n",
      "Method:                       css-mle   S.D. of innovations              0.018\n",
      "Date:                Wed, 08 Jun 2016   AIC                          -4112.767\n",
      "Time:                        19:58:31   BIC                          -4098.720\n",
      "Sample:                    10-31-2012   HQIC                         -4107.370\n",
      "                         - 12-31-2015                                         \n",
      "==============================================================================\n",
      "                 coef    std err          z      P>|z|      [95.0% Conf. Int.]\n",
      "------------------------------------------------------------------------------\n",
      "const          0.0011      0.001      1.560      0.119        -0.000     0.002\n",
      "ar.L1.X55      0.0413      0.035      1.168      0.243        -0.028     0.111\n",
      "                                    Roots                                    \n",
      "=============================================================================\n",
      "                 Real           Imaginary           Modulus         Frequency\n",
      "-----------------------------------------------------------------------------\n",
      "AR.1           24.2144           +0.0000j           24.2144            0.0000\n",
      "-----------------------------------------------------------------------------\n",
      "=====  3-day Returns forecast for closing price of last-day in timeseries ======\n",
      "           Note: The first row in the table corresponds to the last day \n",
      "           closing price of the stock\n",
      "   Stock: X55\n"
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       "      <th>Long term MAE (log returns)</th>\n",
       "      <th>Long term MAPE (log returns) %</th>\n",
       "      <th>Long term DirectionAccuracy (log returns) %</th>\n",
       "      <th>Long term MAE (3-day log returns)</th>\n",
       "      <th>Long term MAPE (3-day log returns) %</th>\n",
       "      <th>Long term DirectionAccuracy (3-day log returns) %</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>2015-12-31</td>\n",
       "      <td>0.000304</td>\n",
       "      <td>-0.003287</td>\n",
       "      <td>0.013369</td>\n",
       "      <td>115165.106711</td>\n",
       "      <td>51.378446</td>\n",
       "      <td>0.023429</td>\n",
       "      <td>85994.674145</td>\n",
       "      <td>56.641604</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>2016-01-01</td>\n",
       "      <td>0.001171</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.013369</td>\n",
       "      <td>115165.106711</td>\n",
       "      <td>51.378446</td>\n",
       "      <td>0.023429</td>\n",
       "      <td>85994.674145</td>\n",
       "      <td>56.641604</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2</th>\n",
       "      <td>2016-01-02</td>\n",
       "      <td>0.001060</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.013369</td>\n",
       "      <td>115165.106711</td>\n",
       "      <td>51.378446</td>\n",
       "      <td>0.023429</td>\n",
       "      <td>85994.674145</td>\n",
       "      <td>56.641604</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>3</th>\n",
       "      <td>2016-01-03</td>\n",
       "      <td>0.001056</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.013369</td>\n",
       "      <td>115165.106711</td>\n",
       "      <td>51.378446</td>\n",
       "      <td>0.023429</td>\n",
       "      <td>85994.674145</td>\n",
       "      <td>56.641604</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "           0  Forecast Log Returns  Forecast 3-day Log Returns  \\\n",
       "0 2015-12-31              0.000304                   -0.003287   \n",
       "1 2016-01-01              0.001171                         NaN   \n",
       "2 2016-01-02              0.001060                         NaN   \n",
       "3 2016-01-03              0.001056                         NaN   \n",
       "\n",
       "   Long term MAE (log returns)  Long term MAPE (log returns) %  \\\n",
       "0                     0.013369                   115165.106711   \n",
       "1                     0.013369                   115165.106711   \n",
       "2                     0.013369                   115165.106711   \n",
       "3                     0.013369                   115165.106711   \n",
       "\n",
       "   Long term DirectionAccuracy (log returns) %  \\\n",
       "0                                    51.378446   \n",
       "1                                    51.378446   \n",
       "2                                    51.378446   \n",
       "3                                    51.378446   \n",
       "\n",
       "   Long term MAE (3-day log returns)  Long term MAPE (3-day log returns) %  \\\n",
       "0                           0.023429                          85994.674145   \n",
       "1                           0.023429                          85994.674145   \n",
       "2                           0.023429                          85994.674145   \n",
       "3                           0.023429                          85994.674145   \n",
       "\n",
       "   Long term DirectionAccuracy (3-day log returns) %  \n",
       "0                                          56.641604  \n",
       "1                                          56.641604  \n",
       "2                                          56.641604  \n",
       "3                                          56.641604  "
      ]
     },
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     "output_type": "stream",
     "text": [
      ">>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>><<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<\n",
      "*******************************    Stock :  X56   ****************************\n",
      "                              ARMA Model Results                              \n",
      "==============================================================================\n",
      "Dep. Variable:                    X56   No. Observations:                  946\n",
      "Model:                     ARMA(1, 0)   Log Likelihood                2737.477\n",
      "Method:                       css-mle   S.D. of innovations              0.013\n",
      "Date:                Wed, 08 Jun 2016   AIC                          -5468.955\n",
      "Time:                        19:58:31   BIC                          -5454.398\n",
      "Sample:                    01-04-2005   HQIC                         -5463.408\n",
      "                         - 10-06-2008                                         \n",
      "==============================================================================\n",
      "                 coef    std err          z      P>|z|      [95.0% Conf. Int.]\n",
      "------------------------------------------------------------------------------\n",
      "const          0.0005      0.000      1.117      0.264        -0.000     0.001\n",
      "ar.L1.X56     -0.0124      0.032     -0.381      0.703        -0.076     0.051\n",
      "                                    Roots                                    \n",
      "=============================================================================\n",
      "                 Real           Imaginary           Modulus         Frequency\n",
      "-----------------------------------------------------------------------------\n",
      "AR.1          -80.7041           +0.0000j           80.7041            0.5000\n",
      "-----------------------------------------------------------------------------\n",
      "=====  3-day Returns forecast for closing price of last-day in timeseries ======\n",
      "           Note: The first row in the table corresponds to the last day \n",
      "           closing price of the stock\n",
      "   Stock: X56\n"
     ]
    },
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       "  <thead>\n",
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       "      <th></th>\n",
       "      <th>0</th>\n",
       "      <th>Forecast Log Returns</th>\n",
       "      <th>Forecast 3-day Log Returns</th>\n",
       "      <th>Long term MAE (log returns)</th>\n",
       "      <th>Long term MAPE (log returns) %</th>\n",
       "      <th>Long term DirectionAccuracy (log returns) %</th>\n",
       "      <th>Long term MAE (3-day log returns)</th>\n",
       "      <th>Long term MAPE (3-day log returns) %</th>\n",
       "      <th>Long term DirectionAccuracy (3-day log returns) %</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>2015-12-31</td>\n",
       "      <td>0.000471</td>\n",
       "      <td>-0.001417</td>\n",
       "      <td>0.007754</td>\n",
       "      <td>61426.969564</td>\n",
       "      <td>50.634249</td>\n",
       "      <td>0.013794</td>\n",
       "      <td>174214.406922</td>\n",
       "      <td>52.536998</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>2016-01-01</td>\n",
       "      <td>0.000455</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.007754</td>\n",
       "      <td>61426.969564</td>\n",
       "      <td>50.634249</td>\n",
       "      <td>0.013794</td>\n",
       "      <td>174214.406922</td>\n",
       "      <td>52.536998</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2</th>\n",
       "      <td>2016-01-02</td>\n",
       "      <td>0.000481</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.007754</td>\n",
       "      <td>61426.969564</td>\n",
       "      <td>50.634249</td>\n",
       "      <td>0.013794</td>\n",
       "      <td>174214.406922</td>\n",
       "      <td>52.536998</td>\n",
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       "    <tr>\n",
       "      <th>3</th>\n",
       "      <td>2016-01-03</td>\n",
       "      <td>0.000481</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.007754</td>\n",
       "      <td>61426.969564</td>\n",
       "      <td>50.634249</td>\n",
       "      <td>0.013794</td>\n",
       "      <td>174214.406922</td>\n",
       "      <td>52.536998</td>\n",
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      "text/plain": [
       "           0  Forecast Log Returns  Forecast 3-day Log Returns  \\\n",
       "0 2015-12-31              0.000471                   -0.001417   \n",
       "1 2016-01-01              0.000455                         NaN   \n",
       "2 2016-01-02              0.000481                         NaN   \n",
       "3 2016-01-03              0.000481                         NaN   \n",
       "\n",
       "   Long term MAE (log returns)  Long term MAPE (log returns) %  \\\n",
       "0                     0.007754                    61426.969564   \n",
       "1                     0.007754                    61426.969564   \n",
       "2                     0.007754                    61426.969564   \n",
       "3                     0.007754                    61426.969564   \n",
       "\n",
       "   Long term DirectionAccuracy (log returns) %  \\\n",
       "0                                    50.634249   \n",
       "1                                    50.634249   \n",
       "2                                    50.634249   \n",
       "3                                    50.634249   \n",
       "\n",
       "   Long term MAE (3-day log returns)  Long term MAPE (3-day log returns) %  \\\n",
       "0                           0.013794                         174214.406922   \n",
       "1                           0.013794                         174214.406922   \n",
       "2                           0.013794                         174214.406922   \n",
       "3                           0.013794                         174214.406922   \n",
       "\n",
       "   Long term DirectionAccuracy (3-day log returns) %  \n",
       "0                                          52.536998  \n",
       "1                                          52.536998  \n",
       "2                                          52.536998  \n",
       "3                                          52.536998  "
      ]
     },
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     "output_type": "stream",
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      ">>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>><<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<\n"
     ]
    }
   ],
   "source": [
    "# process\n",
    "for stock in dailyPrices:\n",
    "    print('*******************************    Stock :  ' + dailyPrices[stock].name + '   ****************************')\n",
    "    forecast_3day_returns(dailyPrices[stock], ARIMAorder=(1,0,0))\n",
    "    \n"
   ]
  },
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