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

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About: ARIMA with Intervention Analysis to Model and Forecast Export of Goods and Services of Slovak Republic Goto Sponge NotDistinct Permalink

An Entity of Type : http://linked.opendata.cz/ontology/domain/vavai/Vysledek, within Data Space : linked.opendata.cz associated with source document(s)

Attributes	Values
rdf:type	skos:Concept http://linked.opendata.cz/ontology/domain/vavai/Vysledek
rdfs:seeAlso	http://www.fhi.sk/files/katedry/kove/ssov/VKOXVII/Zbornik2014.pdf
Description	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 time series 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 export of 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. 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 time series 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 export of 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. (en)
Title	ARIMA with Intervention Analysis to Model and Forecast Export of Goods and Services of Slovak Republic ARIMA with Intervention Analysis to Model and Forecast Export of Goods and Services of Slovak Republic (en)
skos:prefLabel	ARIMA with Intervention Analysis to Model and Forecast Export of Goods and Services of Slovak Republic ARIMA with Intervention Analysis to Model and Forecast Export of Goods and Services of Slovak Republic (en)
skos:notation	RIV/61989100:27510/14:86090512!RIV15-MSM-27510___
http://linked.open...avai/riv/aktivita	P
http://linked.open...avai/riv/aktivity	P(EE2.3.30.0016)
http://linked.open...vai/riv/dodaniDat	2015
http://linked.open...aciTvurceVysledku	Pastoreková, Silvia
http://linked.open.../riv/druhVysledku	D - Článek ve sborníku
http://linked.open...iv/duvernostUdaju	S - Úplné a pravdivé údaje nepodléhající ochraně podle zvláštních právních předpisů
http://linked.open...titaPredkladatele	Vysoká škola báňská - Technická univerzita Ostrava / Ekonomická fakulta
http://linked.open...dnocenehoVysledku	4094
http://linked.open...ai/riv/idVysledku	RIV/61989100:27510/14:86090512
http://linked.open...riv/jazykVysledku	eng - angličtina
http://linked.open.../riv/klicovaSlova	ARIMA model, Intervention analysis, transfer function, forecast, export of goods and services of Slovak Republic (en)
http://linked.open.../riv/klicoveSlovo	ARIMA model transfer function forecast Intervention analysis export of goods and services of Slovak Republic
http://linked.open...ontrolniKodProRIV	[09B95389C570]
http://linked.open...v/mistoKonaniAkce	Virt
http://linked.open...i/riv/mistoVydani	Bratislava
http://linked.open...i/riv/nazevZdroje	Quantitative Methods in Economics : Multiple Criteria Decision Making XVII : proceedings of the international scientific conference : 28th-30th May 2014, Virt, Slovakia
http://linked.open...in/vavai/riv/obor	AH
http://linked.open...ichTvurcuVysledku	1 (xsd:int)
http://linked.open...cetTvurcuVysledku	1 (xsd:int)
http://linked.open...vavai/riv/projekt	Opportunities for young researchers
http://linked.open...UplatneniVysledku	2014
http://linked.open...iv/tvurceVysledku	Pastoreková, Silvia
http://linked.open...vavai/riv/typAkce	EUR - Evropská
http://linked.open.../riv/zahajeniAkce	2014-05-28 (xsd:date)
number of pages	5 (xsd:int)
http://purl.org/ne...btex#hasPublisher	Ekonóm
https://schema.org/isbn	978-80-225-3868-8
http://localhost/t...ganizacniJednotka	27510

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