Chong, Zhao Lim (2008) Forecasting the nestle share market using arima model with the application of eviews. Universiti Malaysia Sabah. (Unpublished)
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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 |
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| Keyword: | nestle , share market , arima model , the application of eviews |
| Subjects: | Q Science > Q Science (General) |
| Department: | SCHOOL > School of Science and Technology |
| Depositing User: | MDM FAUZIAH MATSIN |
| Date Deposited: | 13 May 2013 11:37 |
| Last Modified: | 13 Oct 2017 17:14 |
| URI: | https://eprints.ums.edu.my/id/eprint/5912 |
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