Behavior of inflation colombian , modeling with time series from 2005-2015

In this work introduce a prediction of Colombian inflation using two methods for a period of one year, in particular ARIMA and SAR methods was used. In the first instance the theory of methods, advantages, disadvantages and the estimation error was reviewed as to each. After having compared the two...

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Autores:
Suárez Avila, Gina Paola
Tipo de recurso:
Fecha de publicación:
2016
Institución:
Universidad Militar Nueva Granada
Repositorio:
Repositorio UMNG
Idioma:
spa
OAI Identifier:
oai:repository.umng.edu.co:10654/14829
Acceso en línea:
https://hdl.handle.net/10654/14829
Palabra clave:
INFLACION
ANALISIS DE SERIES DE TIEMPO
VOLATILIDAD
Inflation
Inflacion
Rights
License
http://purl.org/coar/access_right/c_abf2
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oai_identifier_str oai:repository.umng.edu.co:10654/14829
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repository_id_str
dc.title.eng.fl_str_mv Behavior of inflation colombian , modeling with time series from 2005-2015
dc.title.spa.fl_str_mv El comportamiento de la inflación colombiana, modelado con series de tiempo desde 2005-2015
title Behavior of inflation colombian , modeling with time series from 2005-2015
spellingShingle Behavior of inflation colombian , modeling with time series from 2005-2015
INFLACION
ANALISIS DE SERIES DE TIEMPO
VOLATILIDAD
Inflation
Inflacion
title_short Behavior of inflation colombian , modeling with time series from 2005-2015
title_full Behavior of inflation colombian , modeling with time series from 2005-2015
title_fullStr Behavior of inflation colombian , modeling with time series from 2005-2015
title_full_unstemmed Behavior of inflation colombian , modeling with time series from 2005-2015
title_sort Behavior of inflation colombian , modeling with time series from 2005-2015
dc.creator.fl_str_mv Suárez Avila, Gina Paola
dc.contributor.advisor.none.fl_str_mv Mendoza Beltrán, David
dc.contributor.author.none.fl_str_mv Suárez Avila, Gina Paola
dc.subject.lemb.spa.fl_str_mv INFLACION
ANALISIS DE SERIES DE TIEMPO
VOLATILIDAD
topic INFLACION
ANALISIS DE SERIES DE TIEMPO
VOLATILIDAD
Inflation
Inflacion
dc.subject.proposal.eng.fl_str_mv Inflation
dc.subject.proposal.spa.fl_str_mv Inflacion
description In this work introduce a prediction of Colombian inflation using two methods for a period of one year, in particular ARIMA and SAR methods was used. In the first instance the theory of methods, advantages, disadvantages and the estimation error was reviewed as to each. After having compared the two predictions ARIMA method fearlessness that inflation will rise this year and the result obtained by the SAR method is that it will fall well to be maintained; however this method has more margin of error in predicting parallel to the first.
publishDate 2016
dc.date.issued.none.fl_str_mv 2016-04-07
dc.date.accessioned.none.fl_str_mv 2017-01-03T20:45:44Z
dc.date.available.none.fl_str_mv 2017-01-03T20:45:44Z
dc.type.none.fl_str_mv info:eu-repo/semantics/bachelorThesis
dc.type.coar.fl_str_mv http://purl.org/coar/resource_type/c_7a1f
dc.type.local.spa.fl_str_mv Trabajo de grado
dc.identifier.uri.none.fl_str_mv https://hdl.handle.net/10654/14829
url https://hdl.handle.net/10654/14829
dc.language.iso.none.fl_str_mv spa
language spa
dc.relation.references.spa.fl_str_mv Novales, Alfonso. (2010). Econometría 2a Ed. Mcgraw-hill (pp. 413-447). España
dc.rights.coar.fl_str_mv http://purl.org/coar/access_right/c_abf2
rights_invalid_str_mv http://purl.org/coar/access_right/c_abf2
dc.format.spa.fl_str_mv pdf
dc.coverage.spatial.spa.fl_str_mv Calle 100
dc.publisher.spa.fl_str_mv Universidad Militar Nueva Granada
dc.publisher.program.spa.fl_str_mv Especialización en Finanzas y Administración Pública
dc.publisher.faculty.spa.fl_str_mv Facultad de Ciencias Económicas
institution Universidad Militar Nueva Granada
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spelling Mendoza Beltrán, DavidSuárez Avila, Gina PaolaEspecialista en Finanzas y Administración PúblicaCalle 1002017-01-03T20:45:44Z2017-01-03T20:45:44Z2016-04-07https://hdl.handle.net/10654/14829In this work introduce a prediction of Colombian inflation using two methods for a period of one year, in particular ARIMA and SAR methods was used. In the first instance the theory of methods, advantages, disadvantages and the estimation error was reviewed as to each. After having compared the two predictions ARIMA method fearlessness that inflation will rise this year and the result obtained by the SAR method is that it will fall well to be maintained; however this method has more margin of error in predicting parallel to the first.En este ensayo se presenta una predicción de la inflación mensual en Colombia usando dos métodos para un periodo de un año, en particular se utilizó los métodos ARIMA y SAR. En primera instancia se revisó la teoría de los métodos, ventajas, desventajas y el error de estimación en cuanto a cada uno. Después de haber comparado las dos predicciones el método ARIMA arrojo que la inflación va a subir en este año y el resultado obtenido por el método SAR es que va a bajar además de que se va a mantener; sin embargo este método presenta más margen de error en la predicción en paralelo al primero.pdfspaUniversidad Militar Nueva GranadaEspecialización en Finanzas y Administración PúblicaFacultad de Ciencias EconómicasBehavior of inflation colombian , modeling with time series from 2005-2015El comportamiento de la inflación colombiana, modelado con series de tiempo desde 2005-2015info:eu-repo/semantics/bachelorThesisTrabajo de gradohttp://purl.org/coar/resource_type/c_7a1fINFLACIONANALISIS DE SERIES DE TIEMPOVOLATILIDADInflationInflacionNovales, Alfonso. (2010). Econometría 2a Ed. Mcgraw-hill (pp. 413-447). Españahttp://purl.org/coar/access_right/c_abf2LICENSElicense.txttext/plain1521https://repository.umng.edu.co/bitstreams/3ca3ec86-6d70-44aa-9fd5-226f29fd8d77/download57c1b5429c07cf705f9d5e4ce515a2f6MD51ORIGINALGinaPaolaSuarezAvila2016.pdfapplication/pdf393150https://repository.umng.edu.co/bitstreams/5075e65e-ca60-4d09-b4c0-fb05fff63157/download4540a84ae219dee15cf006e08594a8eeMD52TEXTGinaPaolaSuarezAvila2016.pdf.txtExtracted texttext/plain24807https://repository.umng.edu.co/bitstreams/cf445fb6-22d8-42a2-8979-2f3fbfdead98/downloadfec9ca147284ae34182b601865d9cd49MD53THUMBNAILGinaPaolaSuarezAvila2016.pdf.jpgIM Thumbnailimage/jpeg5420https://repository.umng.edu.co/bitstreams/3e1302b2-dc00-47ca-8d2a-d6fae53073b3/download57d686817d691147d2fb0d0cc9382d30MD5410654/14829oai:repository.umng.edu.co:10654/148292025-10-28 15:35:25.33open.accesshttps://repository.umng.edu.coRepositorio Institucional UMNGbibliodigital@unimilitar.edu.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