Arima Control Charts For Financial Data

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F70883521%3A28120%2F13%3A43870714" target="_blank" >RIV/70883521:28120/13:43870714 - isvavai.cz</a>
Result on the web
<a href="http://www.ufu.utb.cz/sbornik/proceedings2013.pdf" target="_blank" >http://www.ufu.utb.cz/sbornik/proceedings2013.pdf</a>
DOI - Digital Object Identifier
—

Result language
angličtina
Original language name
Arima Control Charts For Financial Data
Original language description
The paper deals with financial proceeding of the company using methods of SPC (Statistical Process Control), specifically through time series control charts. This article outlines the intersection of two disciplines which are econometrics and statisticalprocess control. The theoretical part will discuss the methodology of time series control charts and in the research part there will be demonstrated this methodology on one reseach study. The research study of the paper is devoted to application of ARIMA control chart in the financial data that are sensitive to the mean shifting while calculating the autocorrelation in the data. This paper highlights the versatility of control charts not only in manufacturing but also in managing the financial stability of turnover.
Czech name
—
Czech description
—

Publication year
2013
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Article name in the collection
Proceedings of the 6th International Scientific Conference Finance and the performance of firms in science, education, and practice
ISBN
978-80-7454-246-6
ISSN
—
e-ISSN
—
Number of pages
11
Pages from-to
358-368
Publisher name
Univerzita Tomáše Bati ve Zlíně, Fakulta managementu a ekonomiky
Place of publication
Zlín
Event location
Zlín
Event date
Apr 25, 2013
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
000329435800030

Similar results(10)