Author: Lyu, Y.
Title: Time Series Analysis of the COVID-19 Impact on the US Airline Companies Based on ARMA model Cord-id: zcl22crw Document date: 2021_1_1
ID: zcl22crw
Snippet: The US stock market has been through several ups and downs since the first COVID-19 infection was confirmed in January 20, 2020. Traditional industries like tourism, manufacturing, and hospitality were among the most vulnerable ones. We are most interested in generalizing the stock trends of the United States airline companies, since their curves have shown great similarities. In this project, we did an in-depth analysis on the stock time series' dynamics and made predictions based on the ARMA m
Document: The US stock market has been through several ups and downs since the first COVID-19 infection was confirmed in January 20, 2020. Traditional industries like tourism, manufacturing, and hospitality were among the most vulnerable ones. We are most interested in generalizing the stock trends of the United States airline companies, since their curves have shown great similarities. In this project, we did an in-depth analysis on the stock time series' dynamics and made predictions based on the ARMA model. The fitted ARMA model is used for computer output of portfolio stock prices. I finally came to the conclusion that the model with exponential deterministic trend and automobile portfolio as an indicator produces the best result, as it has the lowest RMSE = 1.538. © 2021 ACM.
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