In the report 'Analysis Report 1' I have performed a time series analysis of the stock prices of Tata Consultancy Services from 2002 to 2021. I have started by visualising the data. And then I fitted models like an autoregressive integrated moving average (ARIMA) model, Vector autoregression (VAR), SARIMA (seasonal ARIMA) model, Unobserved components model (UCM), and Dynamic Factor models. I also calculated the root mean square error of all the models and plotted the residual diagnostics.
Data from BSE (formerly Bombay Stock Exchange) Link