IDEAS home Printed from https://ideas.repec.org/a/hur/ijaraf/v5y2015i3p77-82.html
   My bibliography  Save this article

Economic and Financial Analysis Based on Time Series Method

Author

Listed:
  • Andreea-Gabriela Baltac

Abstract

The purpose of this article is to highlight the possibility of using time series in economic and financial analysis for. In this context, we considered as the main indicator of economic analysis and financial turnover, which is significantly correlated variation and dynamics of the time series. To highlight the practical aspects related to the use of time series analysis and dynamic turnover we have achieved a practical study, in which we studied the evolution of this indicator made in a company in Romania, Transgaz S.A., in the period 2004-2014. The data used in the analysis are recorded in company balance sheets, slides taken 11 years to investigate. The objectives of this analysis are analyzing the evolution of turnover in the period 2004-2014, analysis of dynamic component possibilities turnover and forecasting its future.

Suggested Citation

  • Andreea-Gabriela Baltac, 2015. "Economic and Financial Analysis Based on Time Series Method," International Journal of Academic Research in Accounting, Finance and Management Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Accounting, Finance and Management Sciences, vol. 5(3), pages 77-82, July.
    • Handle: RePEc:hur:ijaraf:v:5:y:2015:i:3:p:77-82
    as

    Download full text from publisher

    File URL: http://hrmars.com/hrmars_papers/Article_09_Economic_and_Financial_Analysis_Based_on_Time_Series_Method.pdf
    Download Restriction: no
    File URL: http://hrmars.com/hrmars_papers/Article_09_Economic_and_Financial_Analysis_Based_on_Time_Series_Method.pdf
    Download Restriction: no
    ---><---

    References listed on IDEAS

    as
    1. Peter C. B. Phillips & Bruce E. Hansen, 1990. "Statistical Inference in Instrumental Variables Regression with I(1) Processes," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 57(1), pages 99-125.
    2. Cooley, Thomas F & Ogaki, Masao, 1996. "A Time Series Analysis of Real Wages, Consumption, and Asset Returns," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 11(2), pages 119-134, March-Apr.
    3. Martin S. Eichenbaum & Lars Peter Hansen & Kenneth J. Singleton, 1988. "A Time Series Analysis of Representative Agent Models of Consumption and Leisure Choice Under Uncertainty," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 103(1), pages 51-78.
    4. Gerhard Bry & Charlotte Boschan, 1971. "Standard Business Cycle Analysis of Economic Time Series," NBER Chapters, in: Cyclical Analysis of Time Series: Selected Procedures and Computer Programs, pages 64-150, National Bureau of Economic Research, Inc.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Alejandra Boto-Álvarez & Roberto García-Fernández, 2020. "Implementation of the 2030 Agenda Sustainable Development Goals in Spain," Sustainability, MDPI, vol. 12(6), pages 1-31, March.
    2. Daniela Firoiu & George H. Ionescu & Anca Băndoi & Nicoleta Mihaela Florea & Elena Jianu, 2019. "Achieving Sustainable Development Goals (SDG): Implementation of the 2030 Agenda in Romania," Sustainability, MDPI, vol. 11(7), pages 1-30, April.
    3. Teodor Marian Cojocaru & George H. Ionescu & Daniela Firoiu & Laura Mariana Cismaș & Maria Daniela Oțil & Ovidiu Toma, 2022. "Reducing Inequalities within and among EU Countries—Assessing the Achievement of the 2030 Agenda for Sustainable Development Targets (SDG 10)," Sustainability, MDPI, vol. 14(13), pages 1-22, June.
    4. Alberto Dello Strologo & Edoardo D’Andrassi & Niccolò Paoloni & Giorgia Mattei, 2021. "Italy versus Other European Countries: Sustainable Development Goals, Policies and Future Hypothetical Results," Sustainability, MDPI, vol. 13(6), pages 1-46, March.
    5. George H. Ionescu & Elena Jianu & Ioana C. Patrichi & Florin Ghiocel & Lili Țenea & Delia Iancu, 2021. "Assessment of Sustainable Development Goals (SDG) Implementation in Bulgaria and Future Developments," Sustainability, MDPI, vol. 13(21), pages 1-33, October.
    6. Daniela Firoiu & George H. Ionescu & Ramona Pîrvu & Laura Mariana Cismaș & Sorin Tudor & Ioana C. Patrichi, 2021. "Dynamics of Implementation of SDG 7 Targets in EU Member States 5 Years after the Adoption of the Paris Agreement," Sustainability, MDPI, vol. 13(15), pages 1-22, July.
    7. Andrzej Raszkowski & Bartosz Bartniczak, 2019. "On the Road to Sustainability: Implementation of the 2030 Agenda Sustainable Development Goals (SDG) in Poland," Sustainability, MDPI, vol. 11(2), pages 1-20, January.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Chi-Young Choi & Ling Hu & Masao Ogaki, 2005. "Structural Spurious Regressions and A Hausman-type Cointegration Test," RCER Working Papers 517, University of Rochester - Center for Economic Research (RCER).
    2. Ogaki, Masao & Park, Joon Y., 1997. "A cointegration approach to estimating preference parameters," Journal of Econometrics, Elsevier, vol. 82(1), pages 107-134.
    3. Hirukawa, Masayuki, 2023. "Robust Covariance Matrix Estimation in Time Series: A Review," Econometrics and Statistics, Elsevier, vol. 27(C), pages 36-61.
    4. Jang-Ok Cho & Merrigan, Philip & Phaneuf, Louis, 1998. "Weekly employee hours, weeks worked and intertemporal substitution," Journal of Monetary Economics, Elsevier, vol. 41(1), pages 185-199, February.
    5. Robert A. Amano & Wai-Ming Ho & Tony S. Wirjanto, 1999. "Intraperiod and Intertemporal Substitution in Import Demand," Cahiers de recherche CREFE / CREFE Working Papers 84, CREFE, Université du Québec à Montréal.
    6. Masao Ogaki & Ling Hu & Chi-Young Choi, 2004. "A Spurious Regression Approach to Estimating Structural Parameters," Working Papers 04-01, Ohio State University, Department of Economics.
    7. Robert A. Amano & Tony S. Wirjanto, 1998. "Government Expenditures and the Permanent-Income Model," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 1(3), pages 719-730, July.
    8. Héctor A. Valle S., 2003. "Pronósticos de inflación para Guatemala hechos con modelos ARIMA y VAR," Monetaria, CEMLA, vol. 0(4), pages 407-428, octubre-d.
    9. James M. Nason, 1991. "The permanent income hypothesis when the bliss point is stochastic," Discussion Paper / Institute for Empirical Macroeconomics 46, Federal Reserve Bank of Minneapolis.
    10. Shin-Ichi Nishiyama, 2011. "The Cross-Euler Equation Approach to testing for the Liquidity Constraint: Evidence from Macro and Micro Data," TERG Discussion Papers 273, Graduate School of Economics and Management, Tohoku University.
    11. Jesús R. González García, 2003. "La dinámica del consumo privado en México: un análisis de cointegración con cambios de régimen," Monetaria, CEMLA, vol. 0(4), pages 429-449, octubre-d.
    12. Marco Haan & Hans Maks, 1996. "Stackelberg and Cournot competition under equilibrium limit pricing," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 23(5/6), pages 110-127, December.
    13. CHEN, Chuanglian & CHEN, Guojin & YAO, Shujie, 2012. "Do imports crowd out domestic consumption? A comparative study of China, Japan and Korea," China Economic Review, Elsevier, vol. 23(4), pages 1036-1050.
    14. Shin-Ichi Nishiyama & Masao Ogaki, 2011. "The Cross-Euler Equation Approach in Estimating the Elasticity of Intertemporal Substitution for Food and Non-Food Consumption in Japan," TERG Discussion Papers 275, Graduate School of Economics and Management, Tohoku University.
    15. Claudia Arguedas & Jorge Requena, 2003. "La dolarización en Bolivia: una estimación de la elasticidad de sustitución entre monedas," Monetaria, CEMLA, vol. 0(4), pages 383-406, octubre-d.
    16. Tony Wirjanto, 2004. "Exploring consumption-based asset pricing model with stochastic-trend forcing processes," Applied Economics, Taylor & Francis Journals, vol. 36(14), pages 1591-1597.
    17. Amano, Robert A. & Wirjanto, Tony S., 1996. "Intertemporal substitution, imports and the permanent income model," Journal of International Economics, Elsevier, vol. 40(3-4), pages 439-457, May.
    18. Elena Márquez de la Cruz, 2005. "La elasticidad de sustitución intertemporal y el consumo duradero: un análisis para el caso español," Investigaciones Economicas, Fundación SEPI, vol. 29(3), pages 455-481, September.
    19. Diego Winkelried Quezada, 2003. "Indicadores adelantados de la inflación en el Perú," Monetaria, CEMLA, vol. 0(4), pages 345-382, octubre-d.
    20. Masao Ogaki & Chi-Young Choi, 2001. "The Gauss-Markov Theorem and Spurious Regressions," Working Papers 01-13, Ohio State University, Department of Economics.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:hur:ijaraf:v:5:y:2015:i:3:p:77-82. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Hassan Danial Aslam (email available below). General contact details of provider: http://hrmars.com/index.php/pages/detail/Accounting-Finance-Journal .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.