Search Results - subject:"ARIMA Models"

ПРОГНОЗНЫЕ МОДЕЛИ ДЛЯ АКЦИЙ «ЭРСТЕ БАНК» («ERSTE BANK»)

РОБЕРТ, ЗЕМАН; ЯРОСЛАВ, СТУХЛЫ - In: Вестник Астраханского … (2013) 3, pp. 104-111

Цель исследований – точечный и интервальный прогноз на 10 рабочих дней вперёд на основании исторических данных об окончательных ценах на акции «Erste Bank Group» на...

Persistent link: https://www.econbiz.de/10011228662

Application of Autoregressive Models for Forecasting Marine Insurance Market

Ana-Maria, Burcã; Ghiorghe, Bãtrînca - In: Ovidius University Annals, Economic Sciences Series XIII (2013) 1, pp. 1125-1129

The shipping industry represents an important component of the global economy. In the context of globalization the importance of marine insurance has increased more than even before. Without insurance, ship owners would be subjected to a wide range of risks that they would not be protected from....

Persistent link: https://www.econbiz.de/10010679635

Seasonal Arima Modelling of Nigerian Monthly Crude Oil Prices

Etuk, Ette Harrison - In: Asian Economic and Financial Review 3 (2013) 3, pp. 333-340

The time plot of the series NCOP reveals a peak in 2008 and a depression in early 2009. The overall trend is horizontal and no seasonality is obvious. Twelve-month differencing yields SDNCOP exhibiting still a peak in 2008 and a trough in 2009, the overall trend being slightly positive and...

Persistent link: https://www.econbiz.de/10010630597

Seasonal ARIMA modelling of Nigerian monthly crude oil prices

Etuk, Ette H. - 2013

Persistent link: https://www.econbiz.de/10009755691

Fourier transformation on model fitting for Pakistan inflation rate

Iqbal, Anam; Ahmad, Basheer; Iqbal, Kanwal; Ali, Asad - In: Inventi impact: emerging economies (2018) 2, pp. 107-117

Persistent link: https://www.econbiz.de/10012241663

Estratégia Contrária e Efeito Liquidez no Brasil: Uma Análise Econométrica

Saturnino, Odilon; Saturnino, Valéria; Oliveira, Gois de; … - Volkswirtschaftliche Fakultät, … - 2012

econometric of ARIMA models and panel regression, show that it was significant to use the strategy of overreaction in Brazil, and …

Persistent link: https://www.econbiz.de/10011257881

Perspectivas de inflación en Bolivia

Aguilar, Tirza J.; Martin, Dennis - In: Revista latinoamericana de desarrollo económico (2012) 18, pp. 33-64

Persistent link: https://www.econbiz.de/10010403364

The dynamic evolution of the Greek regional net fixed capital time series

Emmanouilidis, Kyriakos; Karpetis, Christos; Varelas, … - In: Economic change and restructuring : empirical and … 50 (2017) 3, pp. 211-238

Persistent link: https://www.econbiz.de/10011778406

Parameter risk in time-series mortality forecasts

Kleinow, Torsten; Richards, Stephen J. - In: Scandinavian actuarial journal (2017) 9, pp. 804-828

Persistent link: https://www.econbiz.de/10011848682

A note on upper bounds for forecast-value-added relative to naïve forecasts

Goodwin, Paul; Petropoulos, Fotios; Hyndman, Rob J. - In: Journal of the Operational Research Society : OR 68 (2017) 9, pp. 1082-1084

Persistent link: https://www.econbiz.de/10011799306