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http://ri.uaemex.mx/handle20.500.11799/68746| Title: | Prognosis of the monetary base of Mexico. Algorithm for the box-jenkins methodology (1985-2015) | Authors: | EDUARDO ROSAS ROJAS ERICKA JUDITH ARIAS GUZMAN JESSICA GAMEZ ARROYO JAVIER LAPA GUZMAN GABRIELA GAVIÑO ORTIZ |
Keywords: | research subject categories;info:eu-repo/classification/cti/5 | Publisher: | RINOE | Description: | The present research aims to provide a relevant algorithm for the proper identification of a data generating process (economic and financial variables) by using the "auto.arima" command, belonging to the forecast library (R statistical software), to identify the optimal parameters of the ARIMA model. Considering the methodological framework of Box and Jenkins process (1970), it seeks to achieve, by solving a stochastic difference equation, the correct calibration and obtaining an optimal forecast for the Mexican Monetary Base, one of the main economic variabes. The present research aims to provide a relevant algorithm for the proper identification of a data generating process (economic and financial variables) by using the "auto.arima" command, belonging to the forecast library (R statistical software), to identify the optimal parameters of the ARIMA model. Considering the methodological framework of Box and Jenkins process (1970), it seeks to achieve, by solving a stochastic difference equation, the correct calibration and obtaining an optimal forecast for the Mexican Monetary Base, one of the main economic variabes. UAEMEX. SIEA |
Other Identifiers: | http://hdl.handle.net/20.500.11799/68746 | Rights: | info:eu-repo/semantics/openAccess http://creativecommons.org/licenses/by/4.0 |
| Appears in Collections: | Producción |
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