Main Article Content
Abstract
Construction of model and analysis of stock market involve more interest from the researchers in the last decade. This article examined whether the current closing stock market price depends on the closing stock price of the previous days. Based on the results it is clear (N50) that the stock market price does not depend on the previous price. Regression analysis method has been used to identify the most influential factor in the Indian stock market price. In terms of factors, the price of Crude oil changes in the share price of India. Two time series models were used in this study for future prediction and which method is applicable to this data. The results of the Fuzzy Time Series (FTS) model are better than the Autoregressive Integrated Moving Average (ARIMA) model because the percentage error (MAPE) in the FTS is less than the ARIMA.