West texas Crude oil forcasting using ARIMA and Holt winter models using R

Yıl 2025, Cilt: 9 Sayı: 1, 141 - 149, 30.06.2025

Ellaf Saleh

Öz

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

Anahtar Kelimeler

Forecasting , R programming , Holt-winters , ARIMA

Kaynakça

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