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

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Rodríguez-Aguilar, Juan A. (Juan Antonio)

# metadata.dc.description.abstract[].value
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.

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Sort (Statistics and Operations Research Transactions), 2018, vol. 42, num. 1, p. 73-98

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cc-by-nc-nd (c) Salas-Molina, Francisco et al., 2018

# metadata.dc.source[].value
Articles publicats en revistes  (Econometria, Estadística i Economia Aplicada)

# metadata.dc.title[].value
Empirical analysis of daily cash flow time series and its implications for forecasting