Monografia (especialização)
Previsão de concessão de crédito à pessoas jurídicas por meio de modelos de séries temporais
Fecha
2020-07-10Autor
Henrique Celestino Ferreira
Institución
Resumen
The aim of this study was to model of banking credit concessions and to firns and to generate forecasts about the behavior of that series. Forecasting methods based on the Integrated Auto Regressive Seasonal Moving Averages (SARIMA) and Holt-Winters Exponential Smoothing models were used. From the analysis if th data, it was possible to perceive the importance of statistical predictive methods, amidst the relevance of the financial intermediation process. The development of control identification and prediction mechanisms becomes much more efficient when supported by econometric methodologies. Finally, through the entire study carried out, it was possible to confirme that the forecasts generated were adherent to the credit granting process from March 2011 to November 2019.