Time Series Regression Of Microsoft Stock Prices.
Time series regression has been widely used in the stock market analysis
and forecasting of existing and future prices respectively. This article aims
to combine conventional time series analysis technique with information on
Microsoft monthly stock prices to perform regression analysis on how much
correlation,if any there exists between the monthly stock prices with time.
Using such methods as time series plot,auto correlation and partial auto
correlation and regression linear models in the experiment, the result shows
insignificant correlation between the changes in monthly stock prices over time.