SHORT-TERM FORECASTING OF MORTGAGE LENDING
https://doi.org/10.21686/2500-3925-2013-6-175-177
Abstract
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.
Keywords
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
About the Authors
Irina V. Orlova
Financial Academy under the Government of the Russian Federation
Russian Federation
Russian Federation
Viktor B. Turundaevskiy
Moscow state University of Economics, statistics and Informatics (MESI)
Russian Federation
Russian Federation
References
1. Айвазян С.А. Методы эконометрики: учебник. - М.: Магистр: ИНФРА-М, 2010
2. http://www.v-stat.ru/
3. Орлова И.В., Махвытов М.А. Эконометрическое прогнозирование выдачи ипотечных кредитов.//Россия в ХХI веке: мифы и реалии: Материалы Всероссийской научно-практической конференции 16 апреля 2013 г. - Орел: ОООПФ «Картуш» с.76-85.
4. Ayvazyan S.A. Methods of econometrics: a textbook. - M: Magistr: INFRA-M, 2010.
5. http://www.v-stat.ru/
6. Orlova I.V., Mahvytov M.A. Econometric forecasting of you-giving mortgage loans. // Russia in the XXI century: myths and realities: the Materials of scientifically-practical conference on April 16, 2013 - Orel: OOOPF «Kartush» p.76-85.
Review
For citations:
Orlova I.V., Turundaevskiy V.B. SHORT-TERM FORECASTING OF MORTGAGE LENDING. Statistics and Economics. 2013;(6):175-177. (In Russ.) https://doi.org/10.21686/2500-3925-2013-6-175-177
Views:
484
.png)
.png)
Email this article 