Prediction of Stock Market Price Using R Programming Language

#datascience #machinelearning #prediction

Download source code:-

library(quantmod): Quantitative Financial Modelling Framework (use to load a variety of data from different sources).
library(tseries): tseries stands for Time Series Analysis and Computational Finance. Imports: graphics, stats, utils, quadprog, zoo, quantmod, and other statistical operations like ADF test, p value test.
library(timeSeries): Basic functions such as scaling and sorting, sub-setting, mathematical operations, and statistical functions.
library(forecast): Provides Methods and tools for displaying and analyzing univariate time series forecasts including exponential smoothing via state space models and automatic ARIMA modelling.

Arima Model: (auto-regressive integrated moving average)
ARIMA models provide another approach to time series forecasting. Exponential smoothing and ARIMA models are the two most widely used approaches to time series forecasting and provide complementary approaches to the problem. While exponential smoothing models are based on a description of the trend and seasonality in the data, ARIMA models aim to describe the autocorrelations in the data.

Team members:-
Shreyas Rathod
Anup Singh
Vikaskumar Dubey
Shivam Dubey

Special thanks to:-
Dr. Anand Khandare
Dr. Prachi Janrao
Shailesh Sangle
Ashwini Patil
Anushree Patkar

[nilseal]

you can not use this model to test ARIMA as your ADF is lower than -3 whic h shows data is not appriote for time series predication. it should be greater than -3. another thing is the plotting part which is your x axis. that doest shows days

[Requiem]

I think you should differentiate series before conducting ACF and PACF. In addition, your model predictions are flat.... The ARIMA model usually do not help at all when predicting stock prices.... ARIMA usually is not capable to capture well series

[rudikurniawan]

Why in the ACF and PACF you write ACF and PACF for differenced Series while at that stage you had not yet diffrenced the series

[SanjayGupta-kptw]

Can show what other variables u have used in predict funcy

[Nev-jj]

Do you also have a script to retrieve the fundamentals?

[duweshkumar]

Can you tell me the accuracy of this model??