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- Title
Stock Price Forecasting of Maruti Suzuki using ARIMA Model.
- Authors
Khan, Kahkashan
- Abstract
Forecasting of stock prices is very important subject in financial world and economics it has created lot of interest among investors for many years to make better forecasting models. The ARIMA model short form of Auto Regressive Integrated Moving Average were used previously for time series forecasting. The present research paper shows the process of stock price forecasting of Maruti Suzuki Company using the ARIMA (Auto Regressive Integrated Moving Average) model. Historical stock data for analysis is obtained from National Stock Exchange (NSE) are used with stock price forecasting ARIMA model. It shows that result obtained in ARIMA model is better for short-term forecasting and can prove with existing methods for stock price prediction.
- Subjects
BOX-Jenkins forecasting; MARUTI Suzuki India Ltd.; MOVING average process; FINANCIAL economics; STOCK price forecasting; TIME series analysis; INVESTOR protection
- Publication
Parikalpana: KIIT Journal of Management, 2022, Vol 18, Issue 2, p90
- ISSN
0974-2808
- Publication type
Article
- DOI
10.23862/kiit-parikalpana/2022/v18/i2/215258