Journal
| Title | Forecasting on Commodity Derivatives Market with Special Reference to Gold and Silver | |
| Author's Name | Sridhar L S, Sumathy M, Sudha N and Charles Ambrose A | |
| ISSN | 0974-7281 | |
| Page(s) | 1-13 | |
| Volume No. | 8 | |
| Issue Month | January 2016 | |
| Keywords | Forecasting, Commodity market, ARIMA, Gold, Silver. | |
| Abstract | This research attempts, to forecast the commodity market through the frame general equation. The data for the study consists of four month’s contract futures prices and spot prices. To forecast the prices, we applied ARIMA model. The ARIMA model fit the lags (p, d, q) 2 1 3 model for Futures (Gold) and ARIMA (p, d, q) 2 1 2 model for Spot (Gold), Futures (Silver) and Spot (Silver) and the standard error lies within the accepted limits, so the model is more appropriate one. |
<< Go Back to the List
