I would like to report an error in my presentation that was pointed out to me by one of the attendees. In the section of the presentation entitled "Build a Model for Forecasting Stock Prices", we find the following code:
data=FinancialData["SBUX","Close",{{2013,1,1},{2013,8,1},"Week"},"Value"];
start=DayRound["Jan 1 2013","BusinessDay","Next"];
stocks=TimeSeries[data,{start,Automatic,"Week"}]
where the last piece of code returns an error message that the stocks definition does nbot create a properly defined TimeSeries object. The problem is not to do with the definition of stocks but rather the output from data. In the previous version of Mathematica it returned a list of prices but here it returns a TimeSeries, even though we have requested only values. There are two ways out of this problem, either include the option Method->"Legacy" as in
data=FinancialData["name", "property", dates, "Value",Method->"Legacy"]
or by using
data=data["Values"]
These result in the correct outcome. This is a Bug which has been reported and will be fixed in the next update of the documentation.