About this document
Time Series Forecasting for LICHSGFIN by Rahil Rahman is a document available to read on EtoBox.
This document contains a project report on time series forecasting of LIC Housing Finance and L&T Finance Holdings stock prices. Daily, weekly and monthly analyses are performed for both stocks. For each time period, the beta is estimated using CAPM regression, AR and MA coefficients are identified from ACF and PACF plots, and an ARIMA model is fitted. The ARIMA model is then used to predict future stock prices. Diagnostic checks show the residuals are independent and the model fits the data well.
- Author
- Rahil Rahman
- Language
- EN