Examinando por Autor "Cardoso Ordoñez, Fernando"
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- ÍtemAnálisis de la política monetaria en Colombia aplicado en series de tiempo univariadas de cara a escoger un modelo para su predicción(Fundación Universitaria Los Libertadores. Sede Bogotá., ) Cardoso Ordoñez, Fernando; Sandoval Rodriguez, WilsonThis article was based on a study of monetary policy in Colombia, from a statistical representation, using the time series method for its respective study, there was a provision of a historical series established by the main economic body that, is the Banco de la Republica, where the data path corresponded from July 1, 2014 to December 31, 2021, with a provision of 90 observation units of a quantitative nature, taking as a unit of measure the arithmetic mean for each month , in the manner described, for the development of this article, the CRISP-DM (Cross Industry Standard Process for Data Mining) methodology was applied, which included the preparation phases of the research article for the correct understanding of data, whose objective , is to propose an ARIMA model for the forecast of the series of the monetary policy rate (MPR) adjusting its ordinary difference. It was observed that, for the year 2022, the respective rate was above the proposed goal, with data around 9% and 10%, respectively, due to the persistence of inflation expectations, caused by the uncertainty that the country was, which means, a steepening in the curve of the monetary policy rate (TPM). The forecast of the series, I estimate that for the month of May it was around 5.49%, for the month of June it was 5.92% and finally the month of July around 6.33% respectively.