Forecasting the nestle share market using arima model with the application of eviews

Chong, Zhao Lim (2008) Forecasting the nestle share market using arima model with the application of eviews. Universiti Malaysia Sabah. (Unpublished)

[img]
Preview
Text
ae0000000924.pdf

Download (2MB) | Preview

Abstract

The purpose of this study is to build a suitable model ARIMA (p, d, q) and to forecast the closing price for Nestle (M) Berhad by using Modified Box-Jenkins procedures for 82 days from 3 September 2007 until 31 December 2007 which is excluding non-trading days. The data analysis is carried out from 3 January 2000 until 30 August 2007 where this analysis of data will enable of generating the suitable ARIMA model, due to the restricted in p+q <_ 10. This analysis will be repeated by estimating the non-trading price. The price of non-trading days is estimated by using the cubic splines approach. The best model will be chosen by using some of the criteria to determine it. Keywords: Forecasting, ARIMA, Modified Box-Jenkins, cubic splines.

Item Type: Academic Exercise
Uncontrolled Keywords: nestle , share market , arima model , the application of eviews
Subjects: Q Science > Q Science (General)
Divisions: SCHOOL > School of Science and Technology
Depositing User: MDM FAUZIAH MATSIN
Date Deposited: 13 May 2013 03:37
Last Modified: 13 Oct 2017 09:14
URI: http://eprints.ums.edu.my/id/eprint/5912

Actions (login required)

View Item View Item

Browse Repository
Collection
   Articles
   Book
   Speeches
   Thesis
   UMS News
Search
Quick Search

   Latest Repository

Link to other Malaysia University Institutional Repository

Malaysia University Institutional Repository