Forecasting industrial production using electronic invoicing data
Mazzarda, Francesca (A.A. 2023/2024) Forecasting industrial production using electronic invoicing data. Tesi di Laurea in Econometric theory, Luiss Guido Carli, relatore Paolo Santucci de Magistris, pp. 62. [Master's Degree Thesis]
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Abstract/Index
Forecasting industrial production. Introduction to time series. ARMA model. ARMAX model. Data. Industrial production index. Explanatory variables. Stationarity and unit root tests. Empirical analysis. In-sample performance. Out-of-sample performance.
References
Bibliografia: pp. 56-62.
| Thesis Type: | Master's Degree Thesis |
|---|---|
| Institution: | Luiss Guido Carli |
| Degree Program: | Master's Degree Programs > Master's Degree Program in Economics and Finance (LM-56) |
| Chair: | Econometric theory |
| Thesis Supervisor: | Santucci de Magistris, Paolo |
| Thesis Co-Supervisor: | Patnaik, Megha |
| Academic Year: | 2023/2024 |
| Session: | Autumn |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 06 May 2025 09:26 |
| Last Modified: | 06 May 2025 09:26 |
| URI: | https://tesi.luiss.it/id/eprint/41950 |
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