KFU. Card publication. The Use of Arima Model in Forecasting Accounts Payable

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FEDERAL UNIVERSITY

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THE USE OF ARIMA MODEL IN FORECASTING ACCOUNTS PAYABLE

Form of presentation

Articles in international journals and collections

Year of publication

2019

Authors, employees of KFU

Erina Tatyana Valerevna, author

Kadochnikova Ekaterina Ivanovna, author

Authors, postgraduates KFU

Zaynullin Shamil Gadelevich, postgraduate kfu

Bibliographic description in the original language

Kadochnikova E.I. , Erina T.V. , Zainullin S.G., 'The Use of ARIMA Model in Forecasting Accounts Payable' // International Journal on Emerging Technologies, 2019, 10(2), stranicy 71-74

Annotation

The authors obtained a forecast of accounts payable of a public enterprise providing communication services and the Internet. In the work the authors performed evaluation of models ARIMA with the acceptable identification according to the methodology of Box-Jenkins. On a sample of 29 quarterly observations on accounts payable estimated model ARMA (1;0), ARMA (1;1), ARIMA (1;1;1), ARIMA (0;1;1). The authors focused on the method of selecting the most valid model according to the criteria RMSE and AIC used the method of selection of the designated circle of the most simple model with the fewest parameters. The forecast estimate confirmed the hypothesis of a decrease in the value of accounts payable. The reliability of the results is confirmed by the information criterion of Akaike, the mean square error of the forecast, the diagnosis of residues on the normal distribution using a special test and the absence of autocorrelation using the Ljung-Box test.

Keywords

accounts payable, time series, stationarity, forecast, ARIMA model

The name of the journal

International Journal on Emerging Technologies

Please use this ID to quote from or refer to the card

https://repository.kpfu.ru/eng/?p_id=282359&p_lang=2

Full metadata record

Field DC	Value	Language
dc.contributor.author	Erina Tatyana Valerevna	ru_RU
dc.contributor.author	Kadochnikova Ekaterina Ivanovna	ru_RU
dc.contributor.author	Zaynullin Shamil Gadelevich	ru_RU
dc.date.accessioned	2019-01-01T00:00:00Z	ru_RU
dc.date.available	2019-01-01T00:00:00Z	ru_RU
dc.date.issued	2019	ru_RU
dc.identifier.citation	Kadochnikova E.I. , Erina T.V. , Zainullin S.G., 'The Use of ARIMA Model in Forecasting Accounts Payable' // International Journal on Emerging Technologies, 2019, 10(2), страницы 71-74	ru_RU
dc.identifier.uri	https://repository.kpfu.ru/eng/?p_id=282359&p_lang=2	ru_RU
dc.description.abstract	International Journal on Emerging Technologies	ru_RU
dc.description.abstract	The authors obtained a forecast of accounts payable of a public enterprise providing communication services and the Internet. In the work the authors performed evaluation of models ARIMA with the acceptable identification according to the methodology of Box-Jenkins. On a sample of 29 quarterly observations on accounts payable estimated model ARMA (1;0), ARMA (1;1), ARIMA (1;1;1), ARIMA (0;1;1). The authors focused on the method of selecting the most valid model according to the criteria RMSE and AIC used the method of selection of the designated circle of the most simple model with the fewest parameters. The forecast estimate confirmed the hypothesis of a decrease in the value of accounts payable. The reliability of the results is confirmed by the information criterion of Akaike, the mean square error of the forecast, the diagnosis of residues on the normal distribution using a special test and the absence of autocorrelation using the Ljung-Box test.	ru_RU
dc.language.iso	ru	ru_RU
dc.subject	accounts payable	ru_RU
dc.subject	time series	ru_RU
dc.subject	stationarity	ru_RU
dc.subject	forecast	ru_RU
dc.subject	ARIMA model	ru_RU
dc.title	The Use of Arima Model in Forecasting Accounts Payable	ru_RU
dc.type	Articles in international journals and collections	ru_RU