Prognozowanie wielkości rezerw Banku Centralnego w Polsce utrzymywanych w złocie monetarny

Maciej Stajniak , Bartosz Kozicki , Sylwia Konecka , Paweł Romanow

Abstract

The chapter discusses the problem of forecasting the size of Central Bank reserves in Poland maintained in monetary gold on the basis of primary information obtained from the National Bank of Poland. The research began with the analysis and evaluation of the primary time series. Then the analyzed series was divided into two parts. Based on the obtained assessments, forecasting with different methods of the first part of the separated time series composed of 200 elements was made, and then the best prognostic method was selected. On its basis, the forecasting of the original time series composed of 248 elements for 12 future periods was carried out (12 months – 2018).
Author Maciej Stajniak - Poznan School of Logistics
Maciej Stajniak,,
-
, Bartosz Kozicki
Bartosz Kozicki,,
-
, Sylwia Konecka (WZ / KLiT)
Sylwia Konecka,,
- Department of Logistics and Transport
, Paweł Romanow - Poznan School of Logistics
Paweł Romanow,,
-
Other language title versionsForecasting the Size of Central Bank Reservations in Poland Holding in the Monetary Gold
Pages219-233
Publication size in sheets0.7
Book Saniuk Sebastian, Perzyńska Agnieszka, Al-Noorachi Muzahim (eds.): Systemy logistyczne w gospodarowaniu - implementacja nowoczesnych rozwiązań, Studia i Monografie - Społeczna Akademia Nauk w Łodzi, no. 105, 2019, Społeczna Akademia Nauk, ISBN 978-83-64971-82-2, 260 p.
Keywords in Polishszeregi czasowe, ceny złota, prognozowanie
Keywords in Englishtime series, gold price, forecasting
URL http://monografie.san.edu.pl/wp-content/uploads/2020/03/SiM-105.pdf
Languagepl polski
Score (nominal)20
Score sourcepublisherList
ScoreMinisterial score = 20.0, 20-03-2020, MonographChapterAuthor
Citation count*
Cite
Share Share

Get link to the record


* presented citation count is obtained through Internet information analysis and it is close to the number calculated by the Publish or Perish system.
Back
Confirmation
Are you sure?