INTERNATIONAL JOURNAL OF SCIENTIFIC & TECHNOLOGY RESEARCH VOLUME 9, ISSUE 03, MARCH 2020 ISSN 2277-8616 5821 IJSTR©2020 www.ijstr.org Financial Analytics: Time Series Analysis Impact of Crude oil Prices on Automotive Stock A. Pappu Rajan, S.A.Lourthuraj Abstract— The financial times series methods for analyzing data and predict future values based on fast available data and it consists of four components such as seasonal, trend, cyclical and random variations. This study attempts to understand the impact of crude oil prices in automotive stock. Crude oil being an important economic factor, studying it with respect to automotive stock is imperative its effect, in order to build portfolio. The research problem is framed to reduce the uncertainty factor regarding crude oil. The study checks whether crude is a considerable macro-economic factor to look upon during the investments. Moreover, it also contributes in constructing the investor’s portfolio in an effi cient way. This research problem of the study is to identify the impact of crude oil prices on automotive stock of a company using various statistical tools and also to provide insights with regard to investing in automotive sector and understanding the impact of crude factors on company’s performance. This day in financial analytics innovation gives solutions for econometrics analysis, forecasting and simulation. For achieving the research objectives, the research has used the statistical tool are Excel and Eview for data analysis. The secondary data were collected from different online resources. The time series method employed to find the tests result implied that there was a significant relationship between the variables. This paper discusses the basic concepts of time series analytics, related literature review, business analytical process, data insights and conclusion. Index Terms— Time series, Business Analytics, Financial Analytics ——————————  —————————— 1 INTRODUCTION Significant ascents in crude costs set the entire economies caution and their effect can be felt on the nervousness of open, costs of products, and furthermore on the execution of the securities exchanges. This truly examines the development of market as per development of crude oil cost, with the assistance of specific criteria. The return on equity, profit margin, market capital of these stocks are examined against the changing unrefined petroleum costs. Financial analytics is an analytical concept that provides different insights on the business' financial business data. It helps give deep knowledge and take strategic actions to improve business performance in different vertical. Time series analysis is used to examine the main changes connected or associated with the chosen data point to other variables over the same time period in successive order and historical values with associated patterns to predict future. This paper discusses the relationship between crude oil prices and Indian automotive stocks with other variables which influences the crude oil prices identification number. Click the forward arrow in the pop-up tool bar to modify the header or footer on subsequent pages. 2 REVIEW OF LITERATURE Ankit Sharma (2018). et.al. they have explained the estimation of the linear interdependencies between international crude oil prices and stock market indices of India for using vector autoregressive (VAR) framework duration of January 2010 to January 2017. The time series method used for the analysis are crude oil futures prices, nifty index, and BSE energy index. S. Sathyanarayana (2018). The volatility in crude price has influenced the uncertainty in the price expectation in the country’s economy. Apart from that the study concluded that the Crude prices was significant in the volatility of the Sensex and have the competency to transmit shock on Sensex. The study gave the idea about the movement of the crudes prices and the policies that affect the economy at large level and particularly in stock market. Harnesh Makhija et.al.(2016) in the study on Impact of Oil Prices on Emerging Market Stock Indices, in general volatility of stock prices in India and China have marginal impacts on the volatility of oil prices in the short run or long run. This research paper attempted to analyze the short term and long- term relationship between oil prices and stock market indices of emerging markets for the period July 2005 to June 2015 by using Vector Auto Regression model. The results obtained from the study suggest that Sensex does granger cause oil prices in India whereas