• VISHWESWARSASTRY V N
• Dr Binoy Mathew

Commodities are essential good for the human being and encourages a large categories of investors to trade in commodity markets. Various categories namely agricultural and food items, live stocks and meat, fuels, metals and other non-conventional commodities and it is a physical or computer generated market place for buying and selling of commodities The basic objective of the paper is to analyse the selected commodities for the study, secondly to correlate, normalize and stationarize the prices of commodity indices and to forecast and build a model through the technique of Univariate time series analysis. The Methodology applied for the study is analytical and the techniques applied are ADF, Correlogram and ARIMA. The outcome of the paper was that the prices of Agriculture, Energy, Metal and Bullion was stationary at 2nd lag and the ARIMA forecasting was done at a p,d,q of 0,2,1). The correlation proved positive except for Bullion and Agriculture which showed a negative correlation.

Commodities ADF, Correlogram, ARIMA

"A Predictive Analysis of Selected Commodity Indices Through Time Series Model.", International Journal of Emerging Technologies and Innovative Research (www.jetir.org), ISSN:2349-5162, Vol.8, Issue 5, page no.e534-e553, May-2021, Available :http://www.jetir.org/papers/JETIR2105612.pdf

"A Predictive Analysis of Selected Commodity Indices Through Time Series Model.", International Journal of Emerging Technologies and Innovative Research (www.jetir.org | UGC and issn Approved), ISSN:2349-5162, Vol.8, Issue 5, page no. ppe534-e553, May-2021, Available at : http://www.jetir.org/papers/JETIR2105612.pdf