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Complemento de Excel para ajuste paramétrico de series de tiempo

This thesis is based on Fisher’s scoring algorithm to fit GARMA parametric series using an Excel® 2010 Add-in. Initially, a theoretical framwork is presented regarding time series and the paremetric models used in this thesis. The models used by the Add-in are ARMA, ARIMA and GARMA. In the case of G...

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Bibliographic Details
Institution:Universidad EIA
Main Authors: Santa Vélez, Camilo, Obando López, Jorge Mario
Format: Trabajo de grado - Pregrado
Language:Español
Published: Universidad EIA 2012
Subjects:
Organización e industria
Organization and industry
Cultura y biblioteca
Culture and library
Software didáctico
Teaching software
Matemáticas financieras
Financial mathematics
Modelos paramétricos
Serie de tiempo
Distribución condicional
Función link
Complemento de excel
Parametrics models
Time series
Conditional distribution
Link function
Excel add-in
ADMO0741
Online Access:https://repository.eia.edu.co/handle/11190/1067
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