petroleum price forecast using an arima model

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2017
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Abstract
Today he prices of the petroleum exhibit a tendency to drop with negative effects for the economy of the countries exporters of raw. Anticipating the economic variables behavior improve the taking of decisions since it mitigate the uncertainty. The model Autorregresive Integrated and Moving Average (ARIMA) describes the behavior of a series of time like a function of the precedent observations and the stochastic interferences. The present article has as objective to carry out a forecast of the behavior of the prices of the petroleum for the year 2017, using an ARIMA model. The work use a daily prices time series of the Brent petroleum (to the closing of the market) that concerns to the period between 29/3/2016 up to 6/4/2017.
Reference Key
dos-santos2017anuariopetroleum Use this key to autocite in the manuscript while using SciMatic Manuscript Manager or Thesis Manager
Authors ;Moisés dos-Santos;Ulises Pacheco-Feria
Journal advances in condensed matter physics
Year 2017
DOI
DOI not found
URL
http://revistas.uo.edu.cu/index.php/aeco/article/view/3187
Keywords
arima pronóstico demography social sciencescommercebusinesseconomic theory

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