About this document
Gold Price Prediction Model Analysis by Jose Stevens is a document available to read on EtoBox.
The document attempts to develop a model to predict gold price movements using daily gold price data from 2009 to 2012. It finds that the data is non-stationary and requires differencing once to make it stationary. An ARIMA(6,1,5) model is initially identified as appropriate but some parameters are insignificant. The final model developed is ARIMA(6,1,4) with all significant parameters to predict future gold prices.
- Author
- Jose Stevens
- Language
- EN