This my academic project in which I have demonstrated my ability to work with Time Series Data.
Data is Sunpharma Stock and length of data is of 10 years.
Following steps are taken to perform modelling:
- Dealing with missing data
- QQ plot
- Transforming data
- Seasonal decomposition
- Checking stationarity on close price (ADF Test)
- Making data stationary
- ACF & PACF Plots
- MA Models
- LLR Test between different MA Models
- Analyzing Residuals