Artículos de revistas
Prognosis of the monetary base of Mexico. Algorithm for the box-jenkins methodology (1985-2015)
Autor
ROSAS ROJAS, EDUARDO; 265350
ARIAS GUZMAN, ERICKA JUDITH; 105406
GAMEZ ARROYO, JESSICA; 263492
LAPA GUZMAN, JAVIER; 224916
GAVIÑO ORTIZ, GABRIELA; 516812
ROSAS ROJAS, EDUARDO
ARIAS GUZMAN, ERICKA JUDITH
GAMEZ ARROYO, JESSICA
LAPA GUZMAN, JAVIER
GAVIÑO ORTIZ, GABRIELA
Institución
Resumen
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