Predicting Stock Market Prices using Time Series SARIMA

Companies nowadays are not owned by a single person or group who works in said company. They are owned by multiple people who have a portion of the share belonging to the company, these shares are usually called stocks. Stocks are commonly traded in the modern age as it has the possibility to yield high amounts of profit. The use of time series to try and predict future stocks is an ability desired by many. Thus we conducted research to predict Apple's stock prices using the “SARIMA” model. “SARIMA” model is a conventional model based on statistics that are often used to predict the stock market. This is because stock market prices are not static and would often vary over time which “SARIMA” is able to predict. Thus we created 3 “SARIMA” stock predicting models with 580.165, 451.591, 114.612 AIC scores respectively, and found that the best model had a MAPE score of 36.05%. We concluded that although the algorithm is working as intended, it is ultimately unable to accurately predict the real-time stock market value of the Apple company.