Implementation of time series approaches to financial data
AuthorSadat, Noshin Nawar
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We study a time series approach to nancial data, speci cally the ARIMA models, and build a web based platform for stock market enthusiasts to analyze time series of stock market returns data and to t ARIMA models to the series to forecast future returns. This system also acts as an informative tool by providing helpful instructions to the users regarding the analysis and model- tting procedure. It uses R to perform the statistical computations.