Prediction of Stock Price using Autoregressive Integrated Moving Average Filter ((ARIMA (p,d,q))

Prediction of Stock Price using Autoregressive Integrated Moving Average Filter ((ARIMA (p,d,q))

Olayiwola Olaniyi Mathew

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Apantaku Fadeke Sola

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Bisira Hammed Oladiran

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Adewara Adedayo Amos

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Federal University of Agriculture

Prediction of Stock Price using Autoregressive Integrated Moving Average Filter ((ARIMA (p,d,q))

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References

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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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No ethics committee approval was required for this article type.

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How to Cite This Article

Olayiwola Olaniyi Mathew. 2013. \u201cPrediction of Stock Price using Autoregressive Integrated Moving Average Filter ((ARIMA (p,d,q))\u201d. Global Journal of Science Frontier Research - F: Mathematics & Decision GJSFR-F Volume 13 (GJSFR Volume 13 Issue F8): .

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GJSFR Volume 13 Issue F8
Pg. 79- 88

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Journal Specifications

Crossref Journal DOI 10.17406/GJSFR

Print ISSN 0975-5896

e-ISSN 2249-4626

Keywords

AIC arima autocorrelation partial autocorrelation stationary series

Submission ReceivedAugust 5, 2013
Peer Review Double Blind
Handling Editor
Accepted August 28, 2013
Published September 7, 2013

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v1.2

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October 6, 2013

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Article Matrices

Total Score: 104

Country: Nigeria

Subject: Global Journal of Science Frontier Research - F: Mathematics & Decision

Authors: Olayiwola Olaniyi Mathew, Apantaku Fadeke Sola, Bisira Hammed Oladiran, Adewara Adedayo Amos (PhD/Dr. count: 0)

View Count (all-time): 127

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Publish Date: 2013 10, Sun

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Total Views: 4921

Total Downloads: 2386

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