Seminar paper from the year 2008 in the subject Business economics - Banking, Stock Exchanges, Insurance, Accounting, grade: 1,0 (A), University of Wisconsin-Milwaukee (Department of Economics), course: Applied Econometrics, 6 entries in the bibliography, language: English, abstract: In this paper the Box- Jenkins forecasting technique should be applied to the stock price of the ThyssenKrupp AG. ThyssenKrupp arose from the merger of the "Thyssen AG"and the "Friedrich Krupp AG Hoesch-Krupp" in 1999. The main focus of the trust lies on steel, industrial goods and services with its five sections Stainless, Steel, Technologies, Elevator and Services. With 191,350 employees in over 70 countries and a turnover of 51.7 billion Euro p.a., ThyssenKrupp is one of the largest industry and technology groups in the world. At the same time it is Germany's biggest steel and armaments manufacturer. I chose the stock price of the ThyssenKrupp trust for several reasons. First, it is a blue chip listed on the stock exchange since 1999 allowing me easy access to a sufficient and reliableamount of data. Second, I have no reason to believe that this trust underlies any influence of seasonality since it has so many different segments that contribute to its economicperformance. Third, since the steel demand and thus prices are steadily increasing in the last years it is not surprising that the stock price of the ThyssenKrupp AG does this too (seefigure 2 further down) giving me a...