Výsledky vyhledávání - "Box

Akademický článek

Forecasting Lending Interest Rate and Deposit Interest Rate of Bangladesh Using Autoregressive Integrated Moving Average (ARIMA) Model

Autor: Khondokar Jilhajj

Publikováno v: International Journal of Economics and Financial Issues, Vol 13, Iss 3 (2023)

The purpose of this paper is to predict the lending interest rate and deposit interest rate of Bangladesh using the Autoregressive Integrated Moving Average (ARIMA) model by Box Jenkins. It has been found that ARIMA (1, 0, 1) model is appropriate in

Externí odkaz: https://doaj.org/article/aaf6aaab0c684396b54400e4e01b9d6f

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Akademický článek

Limitation of ARIMA models in financial and monetary economics

Autor: Andreea-Cristina PETRICĂ, Stelian STANCU, Alexandru TINDECHE

Publikováno v: Theoretical and Applied Economics, Vol XXIII, Iss 4, Pp 19-42 (2016)

Abandoning the classical econometric modeling approach which consists in using explanatory variables (suggested by economic theory for prediction), we choose instead to use a sophisticated method developed by Box and Jenkins (1970) based solely on th

Externí odkaz: https://doaj.org/article/3b26dede3d584d9f8d3e52e0d0c5ae6e

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Akademický článek

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Akademický článek

Stockholder overreaction and mean reversion: Evidence from Tehran Stock Exchange

Autor: Mohammad Khodaei Valahzaghard, Amin Shakourloo

Publikováno v: Management Science Letters, Vol 4, Iss 5, Pp 951-960 (2014)

In this paper, we address the stockholder overreaction and mean reversion in specified major industry groups in Tehran Stock Exchange (TSE). This paper investigates this issue with panel data analysis and with particular attention to the Box-Jenkins

Externí odkaz: https://doaj.org/article/34efe4977f594f108f1157493b3abbaf

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Review

Mathematical Trend Curves: An Aid to Forecasting/ Short-Term Forecasting.

Autor: Bishop, H. E.

Publikováno v: Economica. Aug65, Vol. 32 Issue 127, p356-358. 3p.

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Akademický článek

Forecasting of Bad and Restructured Loans in Bulgarian Bank System through ARIMA Models

Autor: Lomev, Boyan, Ivanov, Ivan, Yankova, Magdalena

Publikováno v: Годишник на Стопанския факултет на СУ „Св. Климент Охридски“ / Yearbook of the Faculty of Economics and Business Administration, Sofia University St Kliment Ohridski. 11(1):181-189

Externí odkaz: https://www.ceeol.com/search/article-detail?id=412213

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Forecasting Exports and Imports by using Autoregressive (AR) with Seasonal Dummies and Box-Jenkins Approaches: A Case of Pakistan

Autor: Dalia Streimikiene, Rizwan Raheem Ahmed, Justas Streimikis, Sahir Pervaiz Ghauri

Publikováno v: Engineering Economics. 31:291-301

This research aims to evaluate two econometric models to forecast imports and exports for the financial year (FY) 2020. For this purpose, we used the annual exports and imports data of Pakistan from FY2002 to FY2019. Thus, in this regard, we employed

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::8c8e49cb372803761d4208e10ad6eefc
https://doi.org/10.5755/j01.ee.31.3.25323

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