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ARIMA control charts for financial data

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dc.title ARIMA control charts for financial data en
dc.contributor.author Klímek, Petr
dc.relation.ispartof Finance and the Performance of Firms in Science, Education and Practice 2013
dc.identifier.isbn 978-80-7454-246-6
dc.date.issued 2013
dc.citation.spage 358
dc.citation.epage 368
dc.event.title 6th International Scientific Conference on Finance and the Performance of Firms in Science, Education, and Practice
dc.event.location Zlín
utb.event.state-en Czech Republic
utb.event.state-cs Česká republika
dc.event.sdate 2013-04-25
dc.event.edate 2013-04-26
dc.type conferenceObject
dc.language.iso en
dc.publisher Univerzita Tomáše Bati ve Zlíně (UTB) cs
dc.publisher Tomas Bata University in Zlín en
dc.relation.uri http://www.ufu.utb.cz/sbornik/proceedings2013.pdf
dc.subject Statistical Process Control (SPC) en
dc.subject autocorrelation en
dc.subject Box-Jenkins Methodology en
dc.subject control chart ARIMA en
dc.description.abstract The paper deals with financial proceeding of the company using methods of SPC (Statistical Process Control), specifically through time series control charts. This article outlines the intersection of two disciplines which are econometrics and statistical process control. The theoretical part will discuss the methodology of time series control charts and in the research part there will be demonstrated this methodology on one reseach study. The research study of the paper is devoted to application of ARIMA control chart in the financial data that are sensitive to the mean shifting while calculating the autocorrelation in the data. This paper highlights the versatility of control charts not only in manufacturing but also in managing the financial stability of turnover. en
utb.faculty Faculty of Management and Economics
dc.identifier.uri http://hdl.handle.net/10563/1003660
utb.identifier.obdid 43871032
utb.identifier.wok 000329435800030
utb.source d-wok
dc.date.accessioned 2014-02-12T16:15:59Z
dc.date.available 2014-02-12T16:15:59Z
utb.identifier.utb-sysno 57048
utb.contributor.internalauthor Klímek, Petr
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