statistika
Analýza časové řady měnového agregátu M2 v ČR od roku 1993
Name and surname of author:
Robin Jirásko
Keywords:
úspory, trendová funkce, průměrné normované sezónní indexy, předpovědi
DOI (& full text):
Anotation:
Abstract: Analysis of Time Series of Aggregate M2 in the Czech Republic from the year 1993
The subject of analysis are monthly funds of aggregate M2 from the year 1993 till december 2001. Aggregate M2 consists of money held by the public in cash, in bank current accounts and in term deposits. I analysed the trend function on the base of mean square error criteria and index.of determination. I also define standard average seasonal indices. At the end of the article I made forecasts of savings for the year 2002 considering trend and standard average seasonal ndices.
Abstract: Analysis of Time Series of Aggregate M2 in the Czech Republic from the year 1993
The subject of analysis are monthly funds of aggregate M2 from the year 1993 till december 2001. Aggregate M2 consists of money held by the public in cash, in bank current accounts and in term deposits. I analysed the trend function on the base of mean square error criteria and index.of determination. I also define standard average seasonal indices. At the end of the article I made forecasts of savings for the year 2002 considering trend and standard average seasonal ndices.