Modelo de pronostico para colocaciones de créditos hipotecarios en el Perú

  • Descripción del artículo
  • The main research problem was to determine which model best fits forecast placements of mortgage loans in Peru, for which we use the information super quartermaster banking and insurance from January 2001 to September 2012, enough historical data to meet the requirements demanded Box Jenkins methodo...

    Full description

Main Author: Aguilar Plasencia, Carlos Alberto
Format: Tesis de grado
Language: spa
Published: 2013
Subjects:
Online Access: http://dspace.unitru.edu.pe/handle/UNITRU/8656
Summary:The main research problem was to determine which model best fits forecast placements of mortgage loans in Peru, for which we use the information super quartermaster banking and insurance from January 2001 to September 2012, enough historical data to meet the requirements demanded Box Jenkins methodology, which was used to identify and adapt technical procedures following models of the variables under study with the help of software EVIEWS Version 7. From the study we obtained estimates forecast models for the variables: Credits - Total Mortgage - Model ARIMA (2,1,2), Mortgage Credit Banks - ARIMA (2,1,2), Mortgages EDPYMES - ARIMA (2,1,2), CR Mortgages - ARIMA (2,0,1), CM Mortgages - ARIMA (3,0,0), Financial Mortgages - ARIMA (2,1,2). Forecasts for placements of mortgage loans provided by the ARIMA (p, q, d), resembling the actual values provided by the SBS

Nota importante:
La información contenida en este registro es de entera responsabilidad de la institución que gestiona el repositorio institucional donde esta contenido este documento o set de datos. El CONCYTEC no se hace responsable por los contenidos (publicaciones y/o datos) accesibles a través del Repositorio Nacional Digital de Ciencia, Tecnología e Innovación de Acceso Abierto (ALICIA).