ARIMA with Intervention Analysis to Model and Forecast Export of Goods and Services of Slovak Republic

Kód výsledku v IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61989100%3A27510%2F14%3A86090512" target="_blank" >RIV/61989100:27510/14:86090512 - isvavai.cz</a>

Výsledek na webu

<a href="http://www.fhi.sk/files/katedry/kove/ssov/VKOXVII/Zbornik2014.pdf" target="_blank" >http://www.fhi.sk/files/katedry/kove/ssov/VKOXVII/Zbornik2014.pdf</a>

DOI - Digital Object Identifier

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Jazyk výsledku

angličtina

Název v původním jazyce

ARIMA with Intervention Analysis to Model and Forecast Export of Goods and Services of Slovak Republic

Popis výsledku v původním jazyce

Nowadays, there are a lot of methods and techniques to analyse and forecast time series. One of the most used is methodology based on autoregressive integrated moving average (ARIMA) model by Box and Jenkins. However, in some cases when the trend of timeseries is disturbed by unexpected external shocks using of this model does not have to provide the accurate and valid results and estimations. In this paper we attempt to model and analyze the impact of financial and global economic crisis on the exportof goods and services of Slovakia. The aim of the research paper is to demonstrate the usefulness of ARIMA Intervention time series analysis as both an analytical and forecast tool. Intervention analysis is an extension of the ARIMA models to measure the effect of a policy change or external event on the outcome of a variable.

Název v anglickém jazyce

ARIMA with Intervention Analysis to Model and Forecast Export of Goods and Services of Slovak Republic

Popis výsledku anglicky

Nowadays, there are a lot of methods and techniques to analyse and forecast time series. One of the most used is methodology based on autoregressive integrated moving average (ARIMA) model by Box and Jenkins. However, in some cases when the trend of timeseries is disturbed by unexpected external shocks using of this model does not have to provide the accurate and valid results and estimations. In this paper we attempt to model and analyze the impact of financial and global economic crisis on the exportof goods and services of Slovakia. The aim of the research paper is to demonstrate the usefulness of ARIMA Intervention time series analysis as both an analytical and forecast tool. Intervention analysis is an extension of the ARIMA models to measure the effect of a policy change or external event on the outcome of a variable.

Druh

D - Stať ve sborníku

CEP obor

AH - Ekonomie

OECD FORD obor

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Projekt

<a href="/cs/project/EE2.3.30.0016" target="_blank" >EE2.3.30.0016: Příležitost pro mladé výzkumníky</a><br>

Návaznosti

P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Rok uplatnění

2014

Kód důvěrnosti údajů

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Název statě ve sborníku

Quantitative Methods in Economics : Multiple Criteria Decision Making XVII : proceedings of the international scientific conference : 28th-30th May 2014, Virt, Slovakia

ISBN

978-80-225-3868-8

ISSN

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e-ISSN

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Počet stran výsledku

5

Strana od-do

196-200

Název nakladatele

Ekonóm

Místo vydání

Bratislava

Místo konání akce

Virt

Datum konání akce

28. 5. 2014

Typ akce podle státní příslušnosti

EUR - Evropská akce

Kód UT WoS článku

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