Stock-Market-Prediction-Using-Time-Series-Analysis

Refactored a stock market prediction model using updated ARIMA from the statsmodels library. The new code separates data loading, preprocessing, modeling, and evaluation into distinct sections for better maintainability. Included a function to test data stationarity using the Dickey-Fuller Test. Performance is measured using Mean Squared Error (MSE) as a metric. The model focuses on short-term predictions for Apple stock, with an MSE of 4.995.