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), Maxi...

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Bibliographic Details
Main Author: Naliniprava Tripathy
Format: Article
Language:English
Published: EconJournals 2017-12-01
Series:International Journal of Economics and Financial Issues
Subjects:
arima
gold price
forecasting techniques
multiple regression
Online Access:https://dergipark.org.tr/tr/pub/ijefi/issue/32006/353555?publisher=http-www-cag-edu-tr-ilhan-ozturk

Internet

https://dergipark.org.tr/tr/pub/ijefi/issue/32006/353555?publisher=http-www-cag-edu-tr-ilhan-ozturk

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