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Stock Price Forecasting of Maruti Suzuki using ARIMA Model


Affiliations
1 Assistant Professor, Humanities and Management Science Department, Madan Mohan Malaviya University of Technology, Gorakhpur, India
 

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.

Keywords

Auto Regressive Integrated Moving Average (ARIMA model), Historical Stock data, Short term forecasting, National Stock Exchange, Stock Price.
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  • Stock Price Forecasting of Maruti Suzuki using ARIMA Model

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Authors

Kahkashan Khan
Assistant Professor, Humanities and Management Science Department, Madan Mohan Malaviya University of Technology, Gorakhpur, India

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.

Keywords


Auto Regressive Integrated Moving Average (ARIMA model), Historical Stock data, Short term forecasting, National Stock Exchange, Stock Price.

References





DOI: https://doi.org/10.23862/kiit-parikalpana%2F2022%2Fv18%2Fi2%2F216387