I am working with a financial instrument's intraday time series data. I have to predict the price of a financial instrument on the basis of some statistical parameters(Var1, Var2, Var3) and of time series intraday(Obeserv.1, Observ.2.......Observ.80) data of the previous period. I have to predict the price of financial instrument in 81st period.
All lines in the table are mixed so that the information in any i-line is useless for prediction of the j-line.
I am planning to solve this problem by using R. I am new into this financial modelling field. What approach I can take for prediction. Please help me out for this.