TY  - JOUR
T1  - West texas Crude oil forcasting using ARIMA and Holt winter models using R
AU  - Saleh, Ellaf
PY  - 2025
DA  - June
Y2  - 2025
DO  - 10.53600/ajesa.799705
JF  - AURUM Journal of Engineering Systems and Architecture
JO  - A-JESA
PB  - Altınbaş Üniversitesi
WT  - DergiPark
SN  - 2564-6397
SP  - 141
EP  - 149
VL  - 9
IS  - 1
LA  - en
AB  - Investors have been hoping to benefit from the capital markets for hundreds of years by seeking to foresee their potential movements. To this end, various strategies and techniques designed to help market participants produce income have been created. This research explores the efficacy and the feasibility of technological analysis and time series models for predicting the movements of the crude oil price West Texas Intermediate Views are split on the utility of technical analysis. The presence in stock markets is almost omnipresent and is commonly used by experienced and novice traders. Time series were forecast using Auto-Regressive Moving integrated Average (ARIMA) and Holt-winter method. Typically speaking, the time series model was evaluated on the capital markets with minimal predictive potential and small gains from the respective trading structures. In general the forecasting using the (ARIMA) method was much better than the Holt-winters method
KW  - Forecasting
KW  - R programming
KW  - Holt-winters
KW  - ARIMA
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UR  - https://doi.org/10.53600/ajesa.799705
L1  - https://dergipark.org.tr/tr/download/article-file/1308554
ER  -