USING ARIMA IN ROBOR EVOLUTION MODELLING

Marian Zaharia () and Aniela Balacescu ()
Additional contact information
Marian Zaharia: Petroleum-Gas University of Ploiesti, Romania
Aniela Balacescu: Constantin BrancuSI University of Targu Jiu, Romania

The USV Annals of Economics and Public Administration, 2017, vol. 17, issue 1(25), 156-165

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.

Date: 2017
References: Add references at CitEc
Citations:

Downloads: (external link)
http://www.seap.usv.ro/annals/arhiva/USVAEPA_VOL.1 ... 5),2017_fulltext.pdf (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:scm:usvaep:v:17:y:2017:i:1(25):p:156-165

Access Statistics for this article

The USV Annals of Economics and Public Administration is currently edited by Editura Universitatii Stefan cel Mare din Suceava

More articles in The USV Annals of Economics and Public Administration from Stefan cel Mare University of Suceava, Romania, Faculty of Economics and Public Administration Contact information at EDIRC.
Bibliographic data for series maintained by Liviu Scutariu ().