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Forecasting

By Rula | Aug 04, 2016 01:42PM CEST

How to forecast a stochastic data using time series of 5 years monthly stock price for next 12 months?
Is ARIMA predicting stochastic data or linear data?

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By Thomas | Aug 04, 2016 02:35PM CEST | XLSTAT Agent

Dear Rula,

Indeed, you can use the ARIMA models to predict the future points of the series.
If your time series underly a stochastic process, then ARIMA is well-suited for your analysis.

Regards,

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