IDEAS home Printed from https://ideas.repec.org/a/scm/usvaep/v17y2017i1(25)p156-165.html
   My bibliography  Save this article

Using Arima In Robor Evolution Modelling

Author

Listed:
  • Marian ZAHARIA

    (Petroleum-Gas University of Ploiesti, Romania)

  • Aniela BALACESCU

    (Constantin BrancuSI University of Targu Jiu, Romania)

Abstract

Economic and social developments in the period January 2000 - December 2013 both internally and externally caused an evolution of ROBOR with significant increases or decreases. Their extent makes it difficult to build models that can be used in the study and forecast of ROBOR. This paper analyzes the possibilities of describing the evolution of ROBOR by autoregressive and moving average models. The analysis is based on three data sets: the first includes ROBOR values the entire period; the second set includes data from January 2006 - December 2013 and the third series, data from February 2009 - December 2013. Starting from these, six models are presented, three for the first period, two for the second and one for third period.

Suggested Citation

  • Marian ZAHARIA & Aniela BALACESCU, 2017. "Using Arima In Robor Evolution Modelling," The USV Annals of Economics and Public Administration, Stefan cel Mare University of Suceava, Romania, Faculty of Economics and Public Administration, vol. 17(1(25)), pages 156-165, June.
    • Handle: RePEc:scm:usvaep:v:17:y:2017:i:1(25):p:156-165
    as

    Download full text from publisher

    File URL: http://www.seap.usv.ro/annals/arhiva/USVAEPA_VOL.17,ISSUE_1(25),2017_fulltext.pdf
    Download Restriction: no
    ---><---

    More about this item

    Statistics

    Access and download statistics

    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:scm:usvaep:v:17:y:2017:i:1(25):p:156-165. 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.

    We have no bibliographic references for this item. You can help adding them by using 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: Liviu Scutariu (email available below). General contact details of provider: https://edirc.repec.org/data/feusvro.html .

    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.