Prognosis of the monetary base of Mexico. Algorithm for the box-jenkins methodology (1985-2015)

ROSAS ROJAS, EDUARDO; ARIAS GUZMAN, ERICKA JUDITH; GAMEZ ARROYO, JESSICA; LAPA GUZMAN, JAVIER; GAVIÑO ORTIZ, GABRIELA

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dc.contributor.author	ROSAS ROJAS, EDUARDO
dc.contributor.author	ARIAS GUZMAN, ERICKA JUDITH
dc.contributor.author	GAMEZ ARROYO, JESSICA
dc.contributor.author	LAPA GUZMAN, JAVIER
dc.contributor.author	GAVIÑO ORTIZ, GABRIELA
dc.creator	ROSAS ROJAS, EDUARDO; 265350
dc.creator	ARIAS GUZMAN, ERICKA JUDITH; 105406
dc.creator	GAMEZ ARROYO, JESSICA; 263492
dc.creator	LAPA GUZMAN, JAVIER; 224916
dc.creator	GAVIÑO ORTIZ, GABRIELA; 516812
dc.date.accessioned	2018-02-20T05:10:56Z
dc.date.available	2018-02-20T05:10:56Z
dc.date.issued	2017-11-17
dc.identifier.issn	2524-2040
dc.identifier.uri	http://hdl.handle.net/20.500.11799/68746
dc.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.	es
dc.description.abstract	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.	es
dc.description.sponsorship	UAEMEX. SIEA	es
dc.language.iso	spa	es
dc.publisher	RINOE	es
dc.rights	openAccess	es
dc.rights.uri	http://creativecommons.org/licenses/by/4.0
dc.subject	research subject categories	es
dc.subject.classification	CIENCIAS SOCIALES
dc.title	Prognosis of the monetary base of Mexico. Algorithm for the box-jenkins methodology (1985-2015)	es
dc.type	Artículo	es
dc.provenance	Científica	es
dc.road	Dorada	es
dc.organismo	Centro Universitario UAEM Valle de México	es
dc.ambito	Internacional	es
dc.cve.CenCos	10301	es
dc.cve.progEstudios	6	es
dc.modalidad	Artículo especializado para publicar en revista indizada	es
dc.audience	students
dc.audience	researchers
dc.type.conacyt	article
dc.identificator	5

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Título
Prognosis of the monetary base of Mexico. Algorithm for the box-jenkins methodology (1985-2015)
Autor
ROSAS ROJAS, EDUARDO
ARIAS GUZMAN, ERICKA JUDITH
GAMEZ ARROYO, JESSICA
LAPA GUZMAN, JAVIER
GAVIÑO ORTIZ, GABRIELA
Fecha de publicación
2017-11-17
Editor
RINOE
Tipo de documento
Artículo
Palabras clave
research subject categories

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