Forecasting Gold Price with Auto Regressive Integrated Moving Average Model
The present study forecasts the gold price of India by using ARIMA (Auto Regressive Integrated Moving Average) model over a period of 25 years from July 1990 to February 2015. The study also uses Mean Absolute Error(MAE), Root Mean Square Error(RMSE), Maximum Absolute Percentage Error(Max APE), Max...
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Format: | Article |
Language: | English |
Published: |
EconJournals
2017-07-01
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Series: | International Journal of Economics and Financial Issues |
Online Access: | https://www.econjournals.com/index.php/ijefi/article/view/4873 |