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Stock Prediction Using ARIMA

version 1.0.2 (596 KB) by Kevin Chng
Use ARIMA Model to predict real life stock data


Updated 17 Oct 2018

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Overview :
In this script, it use ARIMA model in MATLAB to forecast Stock Price. Using real life data, it will explore how to manage time-stamped data and tune the parameters of ARIMA Model (Degree of Integration, Autoregressive Order, Moving Average Order) . Prior to ARIMA model, it requires to perform exploratory data analysis and transform the data into stationary data. It also recommend what are the important indicators to looking at when conducting goodness-of-fit checks. It will forecast the Stock price and run them under Monte Carlo Simulation.
[Note : Not advocating any particular strategy, factors or methodology]

Highlights :
1) Handling downloaded data from Yahoo Finance using the timetable object
2) Transform data into stationary data with helps of exploratory data analysis
3) ARIMA modelling
4) Forecasting

Product Focus :
Econometric Toolbox

Cite As

Kevin Chng (2022). Stock Prediction Using ARIMA (, MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2018a
Compatible with any release
Platform Compatibility
Windows macOS Linux

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