One of the traditional methods to predict the future stock price is the time series forecasting which is capable of predicting future values based on previously observed values. In this project we aim to perform time series analysis and forecasting of Yahoo stock prices to predict the future 5 values (Column name : “Close”). Here, we also tried to understand the short term and long term drivers of stock prices.
In this project we perform time series forecasting on the Yahoo Stock Price data. The data is available from 2015-11-23 to 2020-11-20. A brief overview and description of the data is given below -
- High : Highest Price of the stock for that particular date.
- Low : Lowest Price of the stock for that particular date.
- Open : Opening Price of the stock.
- Close : Closing Price of the stock.
- Volume : Total amount of Trading Activity.
- AdjClose : Adjusted values factor in corporate actions such as dividends, stock splits, and new share issuance.