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

dc.creatorROSAS ROJAS, EDUARDO; 265350
dc.creatorARIAS GUZMAN, ERICKA JUDITH; 105406
dc.creatorGAMEZ ARROYO, JESSICA; 263492
dc.creatorLAPA GUZMAN, JAVIER; 224916
dc.creatorGAVIÑO ORTIZ, GABRIELA; 516812
dc.creatorROSAS ROJAS, EDUARDO
dc.creatorARIAS GUZMAN, ERICKA JUDITH
dc.creatorGAMEZ ARROYO, JESSICA
dc.creatorLAPA GUZMAN, JAVIER
dc.creatorGAVIÑO ORTIZ, GABRIELA
dc.date2018-02-20T05:10:56Z
dc.date2018-02-20T05:10:56Z
dc.date2017-11-17
dc.date.accessioned2019-05-28T21:36:39Z
dc.date.available2019-05-28T21:36:39Z
dc.identifier2524-2040
dc.identifierhttp://hdl.handle.net/20.500.11799/68746
dc.identifier.urihttp://repositorioslatinoamericanos.uchile.cl/handle/2250/2904652
dc.descriptionThe 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.
dc.descriptionThe 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.
dc.descriptionUAEMEX. SIEA
dc.languagespa
dc.publisherRINOE
dc.rightsopenAccess
dc.rightshttp://creativecommons.org/licenses/by/4.0
dc.subjectresearch subject categories
dc.subjectCIENCIAS SOCIALES
dc.titlePrognosis of the monetary base of Mexico. Algorithm for the box-jenkins methodology (1985-2015)
dc.typeArtículos de revistas
dc.typeArtículos de revistas


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