Stock Price Prediction Using ARIMA Model

Supriti Khanderwal; Debasis Mohanty

doi:10.47747/ijmhrr.v2i2.235

Authors

Supriti Khanderwal ITM University
Debasis Mohanty ITM University

DOI:

https://doi.org/10.47747/ijmhrr.v2i2.235

Abstract

This paper presents in depth method of building ARIMA model for stock price prediction. The experimental results obtained with best ARIMA model incontestable the potential of ARIMA models to predict stock costs satisfactory on short-run basis. This might guide investors in stock market to create profitable investment selections. With the results obtained ARIMA models will compete fairly well with rising prediction techniques in short-run prediction. Here we take the data of three sectors from NSE for three years from April 18 to Feb21 and predict the future prices until the end of December 21 using ARIMA model.

References

G. Ramakrishna & R. Vijaya Kumari (Jun – Jul 2017) “Arima Model For Forecasting Of Rice Production In India By Using Sas”.

Mustafa Akpinar, Nejat Yumusak, Dept. Of Computer Science & Engineering University Of Sakarya, Sakarya, Turkey “Forecasting Household Natural Gas Consumption With Arima Model: A Case Study Of Removing Cycle”.

Md. Salauddin Khan, Masudul Islam, Md. Rasel Kabir And Lasker Ershad Ali (2016)

“A Comparative Study Of Forecasting Agricultural Time Series: Some Selected Foodgrain In Bangladesh”.

Mashfiqul Huq Chowdhury, JuthiSaha And Gowranga Kumar Paul (2018) “An Application Of Box-Jenkins Methodology For Forecasting Rice Production In Bangladesh”.

PaniRojalin, BehuraDebdutt, Mishra Uma Sankar & Biswal Saroj Kanta (2019)

“Groundnut Price Forecasting Using Time Series Model”.

S.R. Yaziza, N.A. Azizanb, R. Zakariaa, M.H. Ahmadc(2013) “The Performance Of Hybrid Arima-Garch Modelling In Forecasting Gold Price”.

Debadrita Banerjee, Student, Department Of Statistics, St.Xavier's College, Kolkata,(2014) “Forecasting Of Indian Stock Market Using Time-Series Arima Model”.

M. Hemavathi And K. Prabakaran “Arima Model For Forecasting Of Area, Production And Productivity Of Rice And Its Growth Status In Thanjavur District Of Tamil Nadu, India”

Pawan Kumar Sharma, Sudhakar Dwivedi, Lyaqat Ali And R.K. Arora (2018) “Forecasting Maize Production In India Using Arima Model”.