Forecasting Amazon Stock Price

Abstract

We study the monthly stock price for Amazon using ARIMA models and intervention analysis. We compare several models in terms of the goodness of fit and the predictions errors. To account for the COVID pandemic influence on the Amazon stock prices we apply intervention analysis.  We examine the forecasted Amazon stock price from the best model, and we discuss whether Amazon is a good investment for future investments. 

Department: Mathematical Sciences 

Faculty Mentor: Dr. Cristina Anton