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Abstract
Present paper examines forecasting models for spot and future prices. We use ARIMA model to estimate the price trends of spot and futures, which can help the investors to optimize their investing plans. The ACC limited closing price are taken as an example to stimulate the forecast based on the auto regression coefficient (p) , differential times (d) and moving average coefficient (q). The result show that ARIMA model is better to simulate and forecast the trend of closing prices of ACC limited and it is applicable to forecasting the price of various spot and future price in Indian market.