The analysis of WIG20 stock index in R: a case study
In this short note we would like to show the basic methods of analyzing time series. This methods leads us to the different models of time series (decomposition, ARIMA, Fourier techniques, exponentially smoothing and GARCH). The correctness of the models obtained may be verified by behavior of resid...
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| Date: | 2014 |
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| Main Authors: | , |
| Format: | Article |
| Language: | English |
| Published: |
Інститут телекомунікацій і глобального інформаційного простору НАН України
2014
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| Series: | Математичне моделювання в економіці |
| Subjects: | |
| Online Access: | http://dspace.nbuv.gov.ua/handle/123456789/131740 |
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| Journal Title: | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| Cite this: | The analysis of WIG20 stock index in R: a case study / B. Kotyra, A. Krajka // Математичне моделювання в економіці. — 2014. — № 1. — С. 49-62. — Бібліогр.: 17 назв. — англ. |