Selection of Best ARIMA Model for Forecasting Average Daily Share Price Index of Pharmaceutical Companies in Bangladesh: A Case Study on Square Pharmaceutical Ltd.

Selection of Best ARIMA Model for Forecasting Average Daily Share Price Index of Pharmaceutical Companies in Bangladesh: A Case Study on Square Pharmaceutical Ltd.

Mohammad Morshedur Rahman

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Dr. Jiban Chandra Paul

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Md. Shahidul Hoque

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University of Chittagong

Selection of Best ARIMA Model for Forecasting Average Daily Share Price Index of Pharmaceutical Companies in Bangladesh: A Case Study on Square Pharmaceutical Ltd.

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References

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H Al-Zeaud (2011). Modeling &Forecasting Volatility using ARIMA model.
A Azad,M Mahsin (2011). Forecasting Exchange Rates of Bangladesh using ANN & ARIMA models: A comparative study.
J Contreras,R Espinola,F Nogales,A Conejo (2003). ARIMA models to predict Next Day Electricity Prices.
K Datta (2011). ARIMA Forecasting of Inflation in the Bangladesh Economy.
K Kumar,A Yadav,M Singh,H Hassan,V Jain (2004). Forecasting Daily Maximum Surface Ozone." 6. Concentrations in Brunei Darussalam-An ARIMA Modeling Approach.
Q Liv,X Liu,B Jiang,W Yang (2011). Forecasting incidence of hemorrhagic fever with renal syndrome in China using ARIMA model.
N Merh,V Saxena,K Pardasani (2011). Next Day Stock market Forecasting: An Application of ANN & ARIMA.
Efthymia Tsitsika,Christos Maravelias,John Haralabous (2007). Modeling and forecasting pelagic fish production using univariate and multivariate ARIMA models.
A Uko,E K; Nkoro (2012). Inflation Forecasts with ARIMA, Vector Autoregressive & Error Correction Models in Nigeria.
56985 Selection of Best ARIMA Model for Forecasting Average Daily Share Price Index of Pharmaceutical Companies in Bangladesh: A Case Study on Square Pharmaceutical Ltd.

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Funding

No external funding was declared for this work.

Conflict of Interest

The authors declare no conflict of interest.

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How to Cite This Article

Mohammad Morshedur Rahman. 2013. \u201cSelection of Best ARIMA Model for Forecasting Average Daily Share Price Index of Pharmaceutical Companies in Bangladesh: A Case Study on Square Pharmaceutical Ltd.\u201d. Global Journal of Management and Business Research - C: Finance GJMBR-C Volume 13 (GJMBR Volume 13 Issue C3).

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GJMBR Volume 13 Issue C3

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Journal Specifications

Crossref Journal DOI 10.17406/GJMBR

Print ISSN 0975-5853

e-ISSN 2249-4588

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Submission ReceivedDecember 8, 2012
Peer Review Double Blind
Handling Editor
Accepted January 2, 2013
Published January 15, 2013

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v1.2

Issue date

March 6, 2013

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Article Matrices

Total Score: 108

Country: Bangladesh

Subject: Global Journal of Management and Business Research - C: Finance

Authors: Dr. Jiban Chandra Paul, Md. Shahidul Hoque, Mohammad Morshedur Rahman (PhD/Dr. count: 1)

View Count (all-time): 147

Total Views (Real + Logic): 4938

Total Downloads (simulated): 2648

Publish Date: 2013 03, Wed

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Total Views: 4938

Total Downloads: 2648

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