Applied Mathematics

Vol.5 No.21(2014), Paper ID 52119, 9 pages

DOI:10.4236/am.2014.521315

 

ARIMA: An Applied Time Series Forecasting Model for the Bovespa Stock Index

 

Paulo Rotela Junior, Fernando Luiz Riêra Salomon, Edson de Oliveira Pamplona

 

Institute of Production Engineering and Management, Federal University of Itajuba, Itajuba, Brazil
Institute of Production Engineering and Management, Federal University of Itajuba, Itajuba, Brazil
Institute of Production Engineering and Management, Federal University of Itajuba, Itajuba, Brazil

 

Copyright © 2014 Paulo Rotela Junior, Fernando Luiz Riêra Salomon, Edson de Oliveira Pamplona et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

 

How to Cite this Article


Rotela Junior, P. , Salomon, F. and de Oliveira Pamplona, E. (2014) ARIMA: An Applied Time Series Forecasting Model for the Bovespa Stock Index. Applied Mathematics, 5, 3383-3391. doi: 10.4236/am.2014.521315.

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