2017JUN02 S&P 500 forecast

> my_sp5(last(GDP) * 1.05**(2/4),146412.5,1070)
[1] "m_m params! apply.quarter - UC w/ nominal GDP"
                GDP
2017-07-01 2449.318
> my_sp5(last(GDP) * 1.05**(3/4),146817.7,1067.531)
[1] "m_m params! apply.quarter - UC w/ nominal GDP"
                GDP
2017-10-01 2527.037
> my_sp5(last(GDP) * 1.05**(4/4),147213.0,1065.085)
[1] "m_m params! apply.quarter - UC w/ nominal GDP"
                GDP
2018-01-01 2605.349

> as.xts(forecast(auto.arima(PA),h=10)$mean[1:10],as.Date(as.yearmon(seq(mondate(index(last(PA)))+1,by=1,length.out=10))))[(3-month(index(last(PA))) %% 3) + c(1,4,7)]
               [,1]
2017-07-01 146412.5
2017-10-01 146817.7
2018-01-01 147213.0

> forecast(auto.arima(PA),h=10)$mean[1:10]
 [1] 146274.7 146412.5 146548.9 146683.9 146817.7 146950.4 147082.1 147213.0 147343.0 147472.4