Centre county Pennsylvania, USA | Regression forecast is for short term (10 days or so) only. It requires that volatility (trend) changes remain minimal during the regression AND forecast period.
To visualize short term regression forecastable periods, look for daily market price periods where no significant change in volatility (trend) is evident. Here are links to downloadable Dec18, Mar19, and May19 corn futures historical daily price bar quotes:
https://www.barchart.com/futures/quotes/ZCZ18
https://www.barchart.com/futures/quotes/ZCH19
https://www.barchart.com/futures/quotes/ZCK19 |