Forecasting Gold Price with Auto Regressive Integrated Moving Average Model

Forecasting Gold Price with Auto Regressive Integrated Moving Average Model

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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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Bibliographic Details
Main Author:	Naliniprava Tripathy
Format:	Article
Language:	English
Published:	EconJournals 2017-07-01
Series:	International Journal of Economics and Financial Issues
Online Access:	https://www.econjournals.com/index.php/ijefi/article/view/4873

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