Stock Market Analysis Using Time Series with ARIMA Model

Time series analysis is a method applied across disciplines, be it the field of medicine, astronomy or the most widely used, financial markets. It is used for risk evaluation, trading and portfolio construction for investors. Through this study, we discuss how and where it can be applied in the case of stock markets. We took a data set of Asian Paints Ltd. stock prices, and used time series analysis in the form of ARIMA to evaluate and conclude on the same.