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Title | Government debt forecasting based on the Arima model |
Authors |
Zhuravka, Fedir Oleksandrovych
![]() Filatova, Hanna Petrivna ![]() John O. Aiyedogbon, |
ORCID |
http://orcid.org/0000-0001-8368-5743 http://orcid.org/0000-0002-7547-4919 |
Keywords |
debt debt sustainability time series analysis борг долг стійкість боргу устойчивость долга аналіз часових рядів анализ временных рядов |
Type | Article |
Date of Issue | 2019 |
URI | https://essuir.sumdu.edu.ua/handle/123456789/84350 |
Publisher | LLC “Consulting Publishing Company “Business Perspectives” |
License | Copyright not evaluated |
Citation | Government debt forecasting based on the Arima model / F. O. Zhuravka and other // Public and Municipal Finance. 2019. № 8(1). P. 120-127. doi:10.21511/pmf. 08(1).2019.11 |
Abstract |
The paper explores theoretical and practical aspects of forecasting the government debt in Ukraine. A visual analysis of changes in the amount of government debt was conducted, which has made it possible to conclude about the deepening of the debt crisis in the country. The autoregressive integrated moving average (ARIMA) is considered as the basic forecasting model; besides, the model work and its diagnostics are estimated. The EViews software package illustrates the procedure for forecasting the Ukrainian government debt for the ARIMA model: the series for stationarity was tested, the time series of monthly government debt was converted into stationary by making a number of transformations and determining model parameters; as a result, the most optimal specification for the ARIMA model was chosen. Based on the simulated time series, it is concluded that ARIMA tools can be used to predict the government debt values. |
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Наукові видання (ННІ БіЕМ) |
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Files
File | Size | Format | Downloads |
---|---|---|---|
Zhuravka_debt sustainability.pdf | 1,5 MB | Adobe PDF | -427401134 |
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