Forecasting the stock price
We are using historical data of SBI share price between 2015 to 2020 and apply a simple model to forecast for 2021
Import packages
Load data
Data preparation
3.1 - Dimensions of Dataset
3.2 - Statistical Summary
3.3 - Converting Date
3.4 - Checking Data Type and Missing Values
3.5 - Indexing with Date
Time Series Analysis
4.1 - Visualizing data
4.2 - Sampling
4.3 - Checking Stationarity
4.3.2 - ADF Test
4.3.2 - KPSS Test
4.4 - Decomposing
Time Series Forcasting using ARIMA
5.1 - Parameter Selection
5.2 - Fitting the ARIMA model
5.3 - Validating Forecasts
5.4 - Calculating MSE and RMSE
5.5 - Visualizing the Forecast
5.6 - Comparing the predictions
Conclusion