You fit different ARIMA models to predict the stock price of Indusind Bank. The following are...

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You fit different ARIMA models to predict the stock price of Indusind Bank. The following are the AIC statistics associated with each of the fitted models. ARIMA2/096 Marks) ARIMA(2,1,2) with drift ARIMA (0,1,0) with drift ARIMA(1,1,0) with drift ARIMA (0,1,1) with drift ARIMA (0,1,0) ARIMA(1,1,2) with drift ARIMA(2,1,1) with drift ARIMA(3,1,2) with drift ARIMA(2,1,3) with drift ARIMA(1,1,1) with drift ARIMA(1,1,3) with drift : 25493.01 : 25502.5 : 25497.35 : 25496.63 : 25501.16 : Inf : Inf : 25495.76 : 25494.89 : 25499.35 : 25497.45 Based on the output of the above models, shortlist the model with the best AIC values and write down the mathematical equation of the price for the best model. Your answer needs to be crisp and to the point. Lengthy paragraphs will be penalized. You fit different ARIMA models to predict the stock price of Indusind Bank. The following are the AIC statistics associated with each of the fitted models. ARIMA2/096 Marks) ARIMA(2,1,2) with drift ARIMA (0,1,0) with drift ARIMA(1,1,0) with drift ARIMA (0,1,1) with drift ARIMA (0,1,0) ARIMA(1,1,2) with drift ARIMA(2,1,1) with drift ARIMA(3,1,2) with drift ARIMA(2,1,3) with drift ARIMA(1,1,1) with drift ARIMA(1,1,3) with drift : 25493.01 : 25502.5 : 25497.35 : 25496.63 : 25501.16 : Inf : Inf : 25495.76 : 25494.89 : 25499.35 : 25497.45 Based on the output of the above models, shortlist the model with the best AIC values and write down the mathematical equation of the price for the best model. Your answer needs to be crisp and to the point. Lengthy paragraphs will be penalized.

Answer rating: 100% (QA)

The model with the best AIC value is ARIMA312 with drif... View the full answer