"Sberbank" PJSC stock price: modelling and forecasting
Автор: Orekhov I.S.
Журнал: Форум молодых ученых @forum-nauka
Статья в выпуске: 6-2 (22), 2018 года.
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It is executed building ARIMA model using the statistical package Eviews to describe stock price dynamics of «Sberbank» PJSC. The problem to stationarize a stock data is considered in detail. Besides, the article deals with quality assessing of the economic model. It is exercised short-term forecasting according to ARIMA model too.
Arima-модель, stock price, sberbank, arima model
Короткий адрес: https://sciup.org/140289807
IDR: 140289807
Статья научная
