SHORT-TERM FORECASTING OF MORTGAGE LENDING
The article considers the methodological and algorithmic problems arising in modeling and forecasting of time series of mortgage loans. Focuses on the processes of formation of the levels of time series of mortgage loans and the problem of choice and identification of models in the conditions of sma...
| Main Authors: | , |
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| Format: | Article |
| Language: | Russian |
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Plekhanov Russian University of Economics
2016-08-01
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| Series: | Статистика и экономика |
| Subjects: | |
| Online Access: | https://statecon.rea.ru/jour/article/view/326 |
| _version_ | 1797700861564026880 |
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| author | Irina V. Orlova Viktor B. Turundaevskiy |
| author_facet | Irina V. Orlova Viktor B. Turundaevskiy |
| author_sort | Irina V. Orlova |
| collection | DOAJ |
| description | The article considers the methodological and algorithmic problems arising in modeling and forecasting of time series of mortgage loans. Focuses on the processes of formation of the levels of time series of mortgage loans and the problem of choice and identification of models in the conditions of small samples. For forecasting options are selected and implemented a model of autoregressive and moving average, which allowed to obtain reliable forecasts. |
| first_indexed | 2024-03-12T04:28:31Z |
| format | Article |
| id | doaj.art-261349cc22af45e89ba64301f7017bf0 |
| institution | Directory Open Access Journal |
| issn | 2500-3925 |
| language | Russian |
| last_indexed | 2024-03-12T04:28:31Z |
| publishDate | 2016-08-01 |
| publisher | Plekhanov Russian University of Economics |
| record_format | Article |
| series | Статистика и экономика |
| spelling | doaj.art-261349cc22af45e89ba64301f7017bf02023-09-03T10:15:15ZrusPlekhanov Russian University of EconomicsСтатистика и экономика2500-39252016-08-010617517710.21686/2500-3925-2013-6-175-177325SHORT-TERM FORECASTING OF MORTGAGE LENDINGIrina V. Orlova0Viktor B. Turundaevskiy1Финансовый университет при Правительстве РФМосковский государственный университет экономики, статистики и информатики (МЭСИ)The article considers the methodological and algorithmic problems arising in modeling and forecasting of time series of mortgage loans. Focuses on the processes of formation of the levels of time series of mortgage loans and the problem of choice and identification of models in the conditions of small samples. For forecasting options are selected and implemented a model of autoregressive and moving average, which allowed to obtain reliable forecasts.https://statecon.rea.ru/jour/article/view/326ипотечное кредитованиеметоды краткосрочного прогнозированиямодель авторегрессии и проинтегрированного скользящего среднего (арисс)адекватность моделей прогнозированияточность прогнозовmortgage lendingmethods of short-term forecasting model of autoregressive and auto moving average model (аrima)the adequacy of the models of forecastingaccuracy of forecasts |
| spellingShingle | Irina V. Orlova Viktor B. Turundaevskiy SHORT-TERM FORECASTING OF MORTGAGE LENDING Статистика и экономика ипотечное кредитование методы краткосрочного прогнозирования модель авторегрессии и проинтегрированного скользящего среднего (арисс) адекватность моделей прогнозирования точность прогнозов mortgage lending methods of short-term forecasting model of autoregressive and auto moving average model (аrima) the adequacy of the models of forecasting accuracy of forecasts |
| title | SHORT-TERM FORECASTING OF MORTGAGE LENDING |
| title_full | SHORT-TERM FORECASTING OF MORTGAGE LENDING |
| title_fullStr | SHORT-TERM FORECASTING OF MORTGAGE LENDING |
| title_full_unstemmed | SHORT-TERM FORECASTING OF MORTGAGE LENDING |
| title_short | SHORT-TERM FORECASTING OF MORTGAGE LENDING |
| title_sort | short term forecasting of mortgage lending |
| topic | ипотечное кредитование методы краткосрочного прогнозирования модель авторегрессии и проинтегрированного скользящего среднего (арисс) адекватность моделей прогнозирования точность прогнозов mortgage lending methods of short-term forecasting model of autoregressive and auto moving average model (аrima) the adequacy of the models of forecasting accuracy of forecasts |
| url | https://statecon.rea.ru/jour/article/view/326 |
| work_keys_str_mv | AT irinavorlova shorttermforecastingofmortgagelending AT viktorbturundaevskiy shorttermforecastingofmortgagelending |