{"id":173166,"date":"2025-12-05T15:28:33","date_gmt":"2025-12-05T13:28:33","guid":{"rendered":"https:\/\/azbuki.bg\/?p=173166"},"modified":"2025-12-08T09:21:30","modified_gmt":"2025-12-08T07:21:30","slug":"application-of-python-in-data-forecasting-using-sarima-models","status":"publish","type":"post","link":"https:\/\/vocedu.azbuki.bg\/en\/uncategorized\/application-of-python-in-data-forecasting-using-sarima-models\/","title":{"rendered":"Application of Python in Data Forecasting using SARIMA Models"},"content":{"rendered":"<p><strong>Vesela Dimitrova<\/strong><br \/>\n<em>University of National and World Economy, Sofia (Bulgaria)<\/em><\/p>\n<p><a href=\"https:\/\/doi.org\/10.53656\/math2025-6-2-apd\" target=\"_blank\" rel=\"noopener\">https:\/\/doi.org\/10.53656\/math2025-6-2-apd<\/a><\/p>\n<p><strong>Abstract.<\/strong> This study aims to build and estimate a SARIMA model to predict the prices of the shares of a company listed on NYSE. With the help of Python, the daily closing prices of the stock for the period from 3.01.2023 to 17.03.2025 were taken. Also, SARIMA models were evaluated and code was compiled to select the most appropriate parameters. Finally, the daily forecasts for one month were calculated. The study found that SARIMA model can be considered reliable for forecasting stock prices and can complement any other analysis method. Future research could also include enhancing the study with external factors and improving the forecasts could be also done by testing of SARIMAX models.<br \/>\n<em>Keywords:<\/em> Python, forecasting, econometric modelling, SARIMA, financial markets<\/p>\n<a href=\"https:\/\/vocedu.azbuki.bg\/en\/member-login\/\">Log in to read the full text<\/a>","protected":false},"excerpt":{"rendered":"<p>Vesela Dimitrova University of National and World Economy, Sofia (Bulgaria) https:\/\/doi.org\/10.53656\/math2025-6-2-apd Abstract. This study aims to build and estimate a SARIMA model to predict the prices of the shares of a company listed on NYSE. With the help of Python, the daily closing prices of the stock for the period from 3.01.2023 to 17.03.2025 were [&hellip;]<\/p>","protected":false},"author":124332423427287,"featured_media":0,"comment_status":"closed","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"jnews-multi-image_gallery":[],"jnews_single_post":[],"jnews_primary_category":[]},"categories":[1],"tags":[15098,15100,15097,9590,15099],"yoast_head":"<!-- This site is optimized with the Yoast SEO plugin v21.7 - https:\/\/yoast.com\/wordpress\/plugins\/seo\/ -->\n<title>Application of Python in Data Forecasting using SARIMA Models - \u0410\u0437-\u0431\u0443\u043a\u0438<\/title>\n<meta name=\"robots\" content=\"index, follow, max-snippet:-1, max-image-preview:large, max-video-preview:-1\" \/>\n<link rel=\"canonical\" href=\"https:\/\/vocedu.azbuki.bg\/uncategorized\/application-of-python-in-data-forecasting-using-sarima-models\/\" \/>\n<meta property=\"og:locale\" content=\"en_US\" \/>\n<meta property=\"og:type\" content=\"article\" \/>\n<meta property=\"og:title\" content=\"Application of Python in Data Forecasting using SARIMA Models - \u0410\u0437-\u0431\u0443\u043a\u0438\" \/>\n<meta property=\"og:description\" content=\"Vesela Dimitrova University of National and World Economy, Sofia (Bulgaria) https:\/\/doi.org\/10.53656\/math2025-6-2-apd Abstract. This study aims to build and estimate a SARIMA model to predict the prices of the shares of a company listed on NYSE. With the help of Python, the daily closing prices of the stock for the period from 3.01.2023 to 17.03.2025 were [&hellip;]\" \/>\n<meta property=\"og:url\" content=\"https:\/\/vocedu.azbuki.bg\/uncategorized\/application-of-python-in-data-forecasting-using-sarima-models\/\" \/>\n<meta property=\"og:site_name\" content=\"\u0410\u0437-\u0431\u0443\u043a\u0438\" \/>\n<meta property=\"article:publisher\" content=\"https:\/\/www.facebook.com\/Azbuki55\/\" \/>\n<meta property=\"article:published_time\" content=\"2025-12-05T13:28:33+00:00\" \/>\n<meta property=\"article:modified_time\" content=\"2025-12-08T07:21:30+00:00\" \/>\n<meta name=\"author\" content=\"\u201e\u0410\u0437-\u0431\u0443\u043a\u0438\u201c\" \/>\n<meta name=\"twitter:card\" content=\"summary_large_image\" \/>\n<meta name=\"twitter:label1\" content=\"Written by\" \/>\n\t<meta name=\"twitter:data1\" content=\"\u201e\u0410\u0437-\u0431\u0443\u043a\u0438\u201c\" \/>\n\t<meta name=\"twitter:label2\" content=\"Est. reading time\" \/>\n\t<meta name=\"twitter:data2\" content=\"1 minute\" \/>\n<script type=\"application\/ld+json\" class=\"yoast-schema-graph\">{\"@context\":\"https:\/\/schema.org\",\"@graph\":[{\"@type\":\"Article\",\"@id\":\"https:\/\/vocedu.azbuki.bg\/uncategorized\/application-of-python-in-data-forecasting-using-sarima-models\/#article\",\"isPartOf\":{\"@id\":\"https:\/\/vocedu.azbuki.bg\/uncategorized\/application-of-python-in-data-forecasting-using-sarima-models\/\"},\"author\":{\"name\":\"\u201e\u0410\u0437-\u0431\u0443\u043a\u0438\u201c\",\"@id\":\"https:\/\/azbuki.bg\/en\/#\/schema\/person\/de220d282eaa494f914ce0fd838645dd\"},\"headline\":\"Application of Python in Data Forecasting using SARIMA Models\",\"datePublished\":\"2025-12-05T13:28:33+00:00\",\"dateModified\":\"2025-12-08T07:21:30+00:00\",\"mainEntityOfPage\":{\"@id\":\"https:\/\/vocedu.azbuki.bg\/uncategorized\/application-of-python-in-data-forecasting-using-sarima-models\/\"},\"wordCount\":173,\"publisher\":{\"@id\":\"https:\/\/azbuki.bg\/en\/#organization\"},\"keywords\":[\"econometric modelling\",\"financial markets\",\"forecasting\",\"Python\",\"SARIMA\"],\"inLanguage\":\"en-US\"},{\"@type\":\"WebPage\",\"@id\":\"https:\/\/vocedu.azbuki.bg\/uncategorized\/application-of-python-in-data-forecasting-using-sarima-models\/\",\"url\":\"https:\/\/vocedu.azbuki.bg\/uncategorized\/application-of-python-in-data-forecasting-using-sarima-models\/\",\"name\":\"Application of Python in Data Forecasting using SARIMA Models - 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This study aims to build and estimate a SARIMA model to predict the prices of the shares of a company listed on NYSE. 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