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I have performed a time series analysis of the stock prices of Tata Consultancy Services from 2002 to 2021. I have started by visualising the data. And then I fitted models like an autoregressive integrated moving average (ARIMA) model, Vector autoregression (VAR), SARIMA (seasonal ARIMA) model, UCM, and Dynamic Factor models.

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arima dynamic-factor-models sarima sarima-model time-series time-series-analysis timeseries tsa ucm-model

time-series-analysis-of-tcs-stock-prices-2004-2021's Introduction

Hi! this is Saikat

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I'm a student at the Chennai Mathematical Institute, currently pursuing my M.Sc. at Data Science.

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  • Chennai Mathematical Institute CMI '24 (M.Sc. Data Science)
  • Presidency University, Kolkata PU '22 (B.Sc. Statistics)

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