Sökning: "Box-Jenkins Approach"

Hittade 4 uppsatser innehållade orden Box-Jenkins Approach.

  1. 1. Application of Financial Conditions Index on the Swedish Housing Market

    Master-uppsats, Uppsala universitet/Nationalekonomiska institutionen

    Författare :Otto Dahlin; [2021]
    Nyckelord :;

    Sammanfattning : The objective of this paper is to study what financial conditions determine the development of Swedish housing activity. For this purpose, this paper explores the possibilities of constructing a monthly financial conditions index (FCI) for the domestic housing activity between January 2009 and September 2021. LÄS MER

  3. 2. Forecast Comparison of Models Based on SARIMA and the Kalman Filter for Inflation

    Master-uppsats, Statistiska institutionen

    Författare :Fredrik Nikolaisen Sävås; [2013]
    Nyckelord :Inflation; SARIMA model; Hyndman-Khandakar algorithm; State-Space models; Kalman filter; Forecast comparison; Diebold-Mariano test.;

    Sammanfattning : Inflation is one of the most important macroeconomic variables. It is vital that policy makers receive accurate forecasts of inflation so that they can adjust their monetary policy to attain stability in the economy which has been shown to lead to economic growth. LÄS MER

  4. 3. MODELLING AND FORECASTING INFLATION RATES IN GHANA: AN APPLICATION OF SARIMA MODELS

    Master-uppsats, Statistik

    Författare :ERIC AIDOO; [2010]
    Nyckelord :Ghana Inflation; Forecasting; Box-Jenkins Approach; SARIMA model; Unit Root test; ARCH–LM test; ADF test; HEGY test; Ljung-Box test;

    Sammanfattning : Ghana faces a macroeconomic problem of inflation for a long period of time. The problem in somehow slows the economic growth in this country. As we all know, inflation is one of the major economic challenges facing most countries in the world especially those in African including Ghana. LÄS MER

  5. 4. Konsumentprisindex för kläder och skor 1986-2005 - Dekomponering och prognostisering

    Kandidat-uppsats, Lunds universitet/Statistiska institutionen

    Författare :Samuel Roos; Henrik Svanström; [2008]
    Nyckelord :tidsserieanalys; KPI; Säsongsrensning; Statistics; operations research; programming; actuarial mathematics; Statistik; operationsanalys; programmering; aktuariematematik; Mathematics and Statistics;

    Sammanfattning : The essay initially intends to find adequate models to describe and forecast monthly data for the Swedish Consumer Price Index sub group Clothes and Shoes 1986-2005. The time series observations during 2006 are considered “out of sample period” which is used to evaluate the forecasts. LÄS MER