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

Olayiwola Olaniyi Mathew; Adewara Adedayo Amos

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

Olayiwola Olaniyi Mathew * §

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Adewara Adedayo Amos

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Federal University of Agriculture, Nigeria.

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

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References

14 Cites in Article

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Funding

No external funding was declared for this work.

Conflict of Interest

The authors declare no conflict of interest.

Ethical Approval

No ethics committee approval was required for this article type.

Data Availability

Not applicable for this article.

How to Cite This Article

Olayiwola Olaniyi Mathew, Adewara Adedayo Amos. 2013. "Prediction of Stock Price using Autoregressive Integrated Moving Average Filter ((ARIMA (p,d,q))". 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

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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

Classification

GJSFR-F Classification MSC 2010: 00A05

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

Version of record

v1.2

Issue date

October 6, 2013

Language

English

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Article Matrices

Total Score: 148

Country: Nigeria

Subject: Global Journal of Science Frontier Research

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

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Publish Date: 2013 09, Sat

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Total Views: 1.2K

Total Downloads: 75

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