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Slack, M., Chambers, S. and Johnston, R. (2007) Operations Management. Prentice Hall/Financial Times, Upper Saddle River.

has been cited by the following article:

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

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

    KEYWORDS: Forecasting, ARIMA, Time Series, MAPE, Ibovespa

    JOURNAL NAME: Applied Mathematics, Vol.5 No.21, December 5, 2014

    ABSTRACT: Due to the relative uncertainty involved with the variables which affect financial market behavior, forecasting future variations in a time series of the Brazilian stock market Index (Ibovespa) can be considered a difficult task. This article aims to evaluate the performance of the model ARIMA for time series forecasting of Ibovespa. The research method utilized was mathematical modeling and followed the Box-Jenkins method. In order to compare results with other smoothing models, the parameter of evaluation MAPE (Mean Absolute Percentage Error) was used. The results showed that the model utilized obtained lower MAPE values, thus indicating greater suitability. This therefore demonstrates that the ARIMA model can be used for time-series indices related to stock market index forecasting.