КФУ. Карточка публикации. The Use of Arima Model in Forecasting Accounts Payable

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THE USE OF ARIMA MODEL IN FORECASTING ACCOUNTS PAYABLE

Форма представления

Статьи в зарубежных журналах и сборниках

Год публикации

2019

Авторы, сотрудники КФУ

Ерина Татьяна Валерьевна, автор

Кадочникова Екатерина Ивановна, автор

Авторы, аспиранты КФУ

Зайнуллин Шамиль Гаделевич, автор

Библиографическое описание на языке оригинала

Kadochnikova E.I. , Erina T.V. , Zainullin S.G., 'The Use of ARIMA Model in Forecasting Accounts Payable' // International Journal on Emerging Technologies, 2019, 10(2), страницы 71-74

Аннотация

The authors obtained a forecast of accounts payable of a public enterprise providing communication services and the Internet. In the work the authors performed evaluation of models ARIMA with the acceptable identification according to the methodology of Box-Jenkins. On a sample of 29 quarterly observations on accounts payable estimated model ARMA (1;0), ARMA (1;1), ARIMA (1;1;1), ARIMA (0;1;1). The authors focused on the method of selecting the most valid model according to the criteria RMSE and AIC used the method of selection of the designated circle of the most simple model with the fewest parameters. The forecast estimate confirmed the hypothesis of a decrease in the value of accounts payable. The reliability of the results is confirmed by the information criterion of Akaike, the mean square error of the forecast, the diagnosis of residues on the normal distribution using a special test and the absence of autocorrelation using the Ljung-Box test.

Ключевые слова

accounts payable, time series, stationarity, forecast, ARIMA model

Название журнала

International Journal on Emerging Technologies

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https://repository.kpfu.ru/?p_id=282359

Полная запись метаданных

Поле DC	Значение	Язык
dc.contributor.author	Ерина Татьяна Валерьевна	ru_RU
dc.contributor.author	Кадочникова Екатерина Ивановна	ru_RU
dc.contributor.author	Зайнуллин Шамиль Гаделевич	ru_RU
dc.date.accessioned	2019-01-01T00:00:00Z	ru_RU
dc.date.available	2019-01-01T00:00:00Z	ru_RU
dc.date.issued	2019	ru_RU
dc.identifier.citation	Kadochnikova E.I. , Erina T.V. , Zainullin S.G., 'The Use of ARIMA Model in Forecasting Accounts Payable' // International Journal on Emerging Technologies, 2019, 10(2), страницы 71-74	ru_RU
dc.identifier.uri	https://repository.kpfu.ru/?p_id=282359	ru_RU
dc.description.abstract	International Journal on Emerging Technologies	ru_RU
dc.description.abstract	The authors obtained a forecast of accounts payable of a public enterprise providing communication services and the Internet. In the work the authors performed evaluation of models ARIMA with the acceptable identification according to the methodology of Box-Jenkins. On a sample of 29 quarterly observations on accounts payable estimated model ARMA (1;0), ARMA (1;1), ARIMA (1;1;1), ARIMA (0;1;1). The authors focused on the method of selecting the most valid model according to the criteria RMSE and AIC used the method of selection of the designated circle of the most simple model with the fewest parameters. The forecast estimate confirmed the hypothesis of a decrease in the value of accounts payable. The reliability of the results is confirmed by the information criterion of Akaike, the mean square error of the forecast, the diagnosis of residues on the normal distribution using a special test and the absence of autocorrelation using the Ljung-Box test.	ru_RU
dc.language.iso	ru	ru_RU
dc.subject	accounts payable	ru_RU
dc.subject	time series	ru_RU
dc.subject	stationarity	ru_RU
dc.subject	forecast	ru_RU
dc.subject	ARIMA model	ru_RU
dc.title	The Use of Arima Model in Forecasting Accounts Payable	ru_RU
dc.type	Статьи в зарубежных журналах и сборниках	ru_RU