PREDICTION FOR NIFTY STOCK INDICES USING BOX-JENKINS APPROACH

  • Mohamed Ashik. A et. al

Abstract

Time is the most important aspect of human life. Similarly, time-dependent data can be interesting to researchers. Data on stock market pricing, in particular, can be unpredictable and difficult. The India Stock Exchange is one of the busiest stock market organizations. In this study found a future prediction for Nifty Indices (N50, N100, N200 & N500) data using an ARIMA model called Box-Jenkins. Also, the nature and trend of the data have been investigated. The N500 has the lowest error rate (MAPE) and is well suited to the Box-Jenkins approach. SPSS statistical software was used to determine these results.

Published
2020-01-11