DSpace Repository

A forecasting the consumer price index using time series model

Show simple item record

dc.contributor.author Shinkarenko, Volodymyr
dc.contributor.author Hostryk, Alexey
dc.contributor.author Shynkarenko, Larysa
dc.contributor.author Dolinskyi, Leonid
dc.date.accessioned 2021-09-08T13:37:55Z
dc.date.available 2021-09-08T13:37:55Z
dc.date.issued 2021-05-24
dc.identifier.citation Shinkarenko V. A forecasting the consumer price index using time series model / Volodymyr Shinkarenko, Alexey Hostryk, Larysa Shynkarenko and Leonid Dolinskyi // SHS Web of Conferences. - 2020. - Vol. 107. - Article 10002. uk
dc.identifier.issn 2261-2424
dc.identifier.uri https://doi.org/10.1051/shsconf/202110710002
dc.identifier.uri http://elibrary.kdpu.edu.ua/xmlui/handle/123456789/4489
dc.description.abstract This article examines the behavior of the consumer price index in Ukraine for the period from January 2010 to September 2020. The characteristics of the initial time series, the analysis of autocorrelation functions made it possible to reveal the tendency of their development and the presence of annual seasonality. To model the behavior of the consumer price index and forecast for the next months, two types of models were used: the additive ARIMA*ARIMAS model, better known as the model of Box-Jenkins and the exponential smoothing model with the seasonality estimate of Holt-Winters. As a result of using the STATISTICA package, the most adequate models were built, reflecting the monthly dynamics of the consumer price index in Ukraine. The inflation forecast was carried out on the basis of the Holt-Winters model, which has a minimum error. uk
dc.language.iso en uk
dc.publisher EDP Sciences uk
dc.title A forecasting the consumer price index using time series model uk
dc.type Article uk


Files in this item

This item appears in the following Collection(s)

Show simple item record

Search DSpace


Advanced Search

Browse

My Account

Statistics