Applications of time series models serve two different purposes: (1) as forecasting techniques, they are used to project the trajectory a variable interest during certain number future periods; (2) in analysis interventions, evaluate effect significant disturbance on process being studied. We use both types application study monthly tax revenues Guatemala. In Section 2 we data for 2010-2019 ord...

This paper attempts to compare the forecasting performance of the ARIMA model and hybrid ARMA-GARCH Models by using daily data of the Iran’s exchange rate against the U.S. Dollar (IRR/USD) for the period of 20 March 2014 to 20 June 2015. The period of 20 March 2014 to 19 April 2015 was used to build the model while remaining data were used to do out of sample forecasting and check the forecasti...

This paper outlines the practical steps which need to be undertaken to use autoregressive integrated moving average (ARIMA) time series models for forecasting Irish inflation. A framework for ARIMA forecasting is drawn up. It considers two alternative approaches to the issue of identifying ARIMA models the Box Jenkins approach and the objective penalty function methods. The emphasis is on forec...

This paper outlines the practical steps which need to be undertaken to use autoregressive integrated moving average (ARIMA) time series models for forecasting Irish inflation. A framework for ARIMA forecasting is drawn up. It considers two alternative approaches to the issue of identifying ARIMA models the Box Jenkins approach and the objective penalty function methods. The emphasis is on forec...

This paper proposes an auxiliary model based hierarchical least squares algorithm for multivariable Box-Jenkins-like systems using the hierarchical identification principle. To improve the computational efficiency, a multivariable system is decomposed into two subsystems by using the data filtering technique. Furthermore, this paper presents a data filtering based auxiliary model hierarchical l...

this paper attempts to compare the forecasting performance of the arima model and hybrid arma-garch models by using daily data of the iran’s exchange rate against the u.s. dollar (irr/usd) for the period of 20 march 2014 to 20 june 2015. the period of 20 march 2014 to 19 april 2015 was used to build the model while remaining data were used to do out of sample forecasting and check the forecasti...

This article examines the behavior of consumer price index in Ukraine for period from January 2010 to September 2020. The characteristics initial time series, analysis autocorrelation functions made it possible reveal tendency their development and presence annual seasonality. To model forecast next months, two types models were used: additive ARIMA*ARIMAS model, better known as Box-Jenkins exp...