Current Forecast of Straits Times

Units: STI Stock Price Index, Average of Month.  Not Seasonally Adjusted.

Solid Line = Actual Values.  Dashed Line = Predicted Values.



Forecast Values for Straits Times

DateForecast
Jan-183531.88
Feb-183419
Mar-183435
Apr-183368
May-183445
Jun-183353
Jul-183241

How This Forecast is Produced

The forecast of the indicator above is produced using Multichannel Singular Spectrum Analysis, or MSSA.

The forecast is made by using MSSA to decompose the time series into a trend component and many cyclical components.  The decomposed components of the time series are then projected forward in time.

The Straits Times Index

The Straits Times Index, or STI, is a Singapore based stock market index.  The STI is based on the stock prices of the 30 largest stocks by market cap traded on the Singapore Exchange.  The STI is compiled by Singapore Press Holdings, Singapore Exchange, and Financial Times Group.