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dc.contributor.advisorPärna, Kalev, juhendaja
dc.contributor.advisorDiamant, Jonathan, juhendaja
dc.contributor.authorHaviko, Enelin
dc.contributor.otherTartu Ülikool. Loodus- ja täppisteaduste valdkondet
dc.contributor.otherTartu Ülikool. Matemaatika ja statistika instituutet
dc.date.accessioned2022-06-15T05:49:40Z
dc.date.available2022-06-15T05:49:40Z
dc.date.issued2022
dc.identifier.urihttp://hdl.handle.net/10062/82590
dc.description.abstractThe objective of this master’s thesis is to find an appropriate time series model to forecast the volume of private customers’ savings deposits of one undisclosed Swedish financial institution. Models such as Holt, Holt-Winters, ARIMA and ARIMAX are fitted to the data under analysis. The best performing model is ARIMA showing approximately 20% lower error measures during the out-of-sample test period compared to the best ARIMAX models.en
dc.language.isoenget
dc.rightsopenAccesset
dc.rightsAttribution-NonCommercial-NoDerivatives 4.0 International*
dc.rights.urihttp://creativecommons.org/licenses/by-nc-nd/4.0/*
dc.subjectARIMA protsessidet
dc.subjectARIMA processesen
dc.subject.otherprognoosimineet
dc.subject.otherforecastingen
dc.subject.otheraegridade analüüset
dc.subject.othertime series analysisen
dc.titleModelling volume of savings depositsen
dc.typeinfo:eu-repo/semantics/masterThesiset


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