Time Series Model for National Stock Price Prediction

Authors

  • A. Mohamed Ashik
  • K. Senthamarai Kannan

DOI:

https://doi.org/10.37591/rrjost.v7i1.833

Abstract

The national stock exchange is widest and fully automatic trading system in India. Analysis and prediction of stock market time series data have involved considerable interest from the researchers over the last decade. In this paper, the Nifty 50 closing stock market prices were computed and predicted the trend of stock market fluctuations using time series modeling techniques, like exponential smoothing and autoregressive integrated moving average. The forecasted values of Nifty 50 closing stock price are computed for both models separately and also compared the error rates. From the results, the autoregressive integrated moving average model performed better than the other one model.

 

Keywords: Stock market, national stock exchange, exponential smoothing model, autoregressive integrated moving average model, error rates

 

Cite this Article

Mohamed Ashik A, Senthamarai Kannan K. Time Series Model for National Stock Price Prediction. Research & Reviews: Journal of Statistics. 2018; 7(1): 85s–90sp.

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Published

2018-05-17

Issue

Vol. 7 No. 1 (2018)

Section

Research Article

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