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INTERNATIONAL JOURNAL OF NOVEL RESEARCH AND DEVELOPMENT
International Peer Reviewed & Refereed Journals, Open Access Journal
ISSN Approved Journal No: 2456-4184 | Impact factor: 8.76 | ESTD Year: 2016
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Paper Title: ARIMA Model in Forecasting Stock Returns – A Study With Reference To BSE Sensex
Authors Name: C.Padma Prabha , K.Suresh Kumar , S.Satheesh Kumar
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IJNRD_181000
Published Paper Id: IJNRDA001115
Published In: Volume 7 Issue 5, May-2022
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Abstract: Although accurate stock price prediction is difficult, the autoregressive integrated moving average (ARIMA) model has proven to be reliable in a variety of linear and non-linear time series forecasting methods. With a market capitalization of around 2, 61, 80,305.91 crores, the Bombay stock exchange is India's largest stock exchange. The goal of this study is to find the best ARIMA model for forecasting the BSE Sensex price index. In order to find the best ARIMA model for forecasting the stock market index, the researchers utilised a three-step iterative quantitative approach.The study found that the ARIMA (1,1,0) model is the most stable and appropriate model for forecasting India's stock price index for the subsequent year.
Keywords: ARIMA model, time series plots, Stock Index
Cite Article: "ARIMA Model in Forecasting Stock Returns – A Study With Reference To BSE Sensex", International Journal of Novel Research and Development (www.ijnrd.org), ISSN:2456-4184, Vol.7, Issue 5, page no.809-816, May-2022, Available :http://www.ijnrd.org/papers/IJNRDA001115.pdf
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ISSN: 2456-4184 | IMPACT FACTOR: 8.76 Calculated By Google Scholar| ESTD YEAR: 2016
An International Scholarly Open Access Journal, Peer-Reviewed, Refereed Journal Impact Factor 8.76 Calculate by Google Scholar and Semantic Scholar | AI-Powered Research Tool, Multidisciplinary, Monthly, Multilanguage Journal Indexing in All Major Database & Metadata, Citation Generator
Publication Details: Published Paper ID:IJNRDA001115
Registration ID: 181000
Published In: Volume 7 Issue 5, May-2022
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Page No: 809-816
Country: Thiruvallur, Tamilnadu, India
Research Area: Management
Publisher : IJ Publication
Published Paper URL : https://www.ijnrd.org/viewpaperforall?paper=IJNRDA001115
Published Paper PDF: https://www.ijnrd.org/papers/IJNRDA001115
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ISSN: 2456-4184
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