Stock Market Prediction using Auto Regressive Integrated Moving Averages (ARIMA)

Stock market prediction plays an important role to decide investment in markets over the time period. The Auto Regressive Integrated Moving Averages (ARIMA) have been explored for time series prediction. This paper explores the process and method of building Stock predictive models is using ARIMA model. The Stock market indices data of Bombay Stock Exchange (BSE) is used in building stock predictive model. The Results revealed that the ARIMA model has a robust for particularly short term prediction and endorsed with current techniques for Stock Market prediction. The study made a few observations which may help the investors and model builders to understand better about the stock market analysis.