Fitxers

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2018

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cc-by-nc-nd (c) Salas-Molina, Francisco et al., 2018
Si us plau utilitzeu sempre aquest identificador per citar o enllaçar aquest document: https://hdl.handle.net/2445/128355

Empirical analysis of daily cash flow time series and its implications for forecasting

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Recurs relacionat

https://doi.org/10.2436/20.8080.02.70

Resum

Usual assumptions on the statistical properties of daily net cash flows include normality,absence of correlation and stationarity. We provide a comprehensive study based on a real-world cash flow data set showing that: (i) the usual assumption of normality, absence of correlation and stationarity hardly appear; (ii) non-linearity is often relevant for forecasting; and (iii) typical data transformations have little impact on linearity and normality. This evidence may lead to consider a more data-driven approach such as time-series forecasting in an attempt to provide cash managers with expert systems in cash management.

Matèries

Flux de caixa, Empirisme, Anàlisi de sèries temporals, Estadística

Matèries (anglès)

Cash-flow, Empiricism, Time-series analysis, Statistics

Citació

Col·leccions

Articles publicats en revistes (Econometria, Estadística i Economia Aplicada)

Citació

SALAS MOLINA, Francisco, et al. Empirical analysis of daily cash flow time series and its implications for forecasting. Sort (Statistics and Operations Research Transactions). 2018. Vol. 42, num. 1, pags. 73-98. ISSN 1696-2281. [consulted: 28 of June of 2026]. Available at: https://hdl.handle.net/2445/128355

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