Made available in DSpace on 2016-04-26T20:48:37Z (GMT). No. of bitstreams: 1 Emerson Oliveira de Queiros.pdf: 1394134 bytes, checksum: e8f7b40ddc426553915a8ec319148ce7 (MD5) Previous issue date: 2012-08-24 / Coordenação de Aperfeiçoamento de Pessoal de Nível Superior / The goal of the present work it to use the Box-Jenkins methodology, also known as ARIMA methodology, to build a short-term model of prediction for the state tax (ICMS) revenue. This tax is the most important source of income for the states in Brazil. Therefore, to predict precisely the volume of resources to be collected, other then being a legal requirement, may also be crucial for the financial management of the States. The results achieved indicate that the Box-Jenkins methodology can be a useful tool to forecast the short-term tax revenue from taxes with the characteristics of the ICMS (Value Add Tax) / O presente trabalho objetiva aplicar a metodologia Box-Jenkins, conhecida também como metodologia ARIMA, a fim de construir um modelo de previsão de curto prazo para o imposto estadual (ICMS). Trata-se de um imposto de grande peso relativo nas receitas dos estados no Brasil. Portanto, antecipar precisamente o volume de recursos advindos da principal fonte de receita dos estados no Brasil, além de ser uma imposição legal, pode ser também crucial na gestão financeira dos Estados. Os resultados indicaram que a metodologia Box-Jenkins pode ser uma ferramenta útil se a intenção for construir um modelo de previsão de curto prazo para o imposto com as características do ICMS

Unemployment is a common phenomenon in economy. The unemployment rate is an indicator reflecting the economic situation significantly. Unemployment is followed by the public intensively and that is why it is an important political topic. To fight unemployment it is necessary to analyze its current state, development and estimated future prospects. This thesis is focused on analysis of the state and development of unemployment in the Czech Republic and EU. Its future development is estimated using the Box-Jenkins method.

The main goal of the thesis is to analyze the basic indicators of marriage rate, divorce rate and the proportion of live births outside marriage. The first part is focused on the evaluation of the past and present development of the selected indicators. The thesis also includes a prediction of the future development of these indicators by using the Box-Jenkins methodology. The last part is dedicated to an international comparison of marriage, divorce and non-marital fertility indicators in the selected countries of the European Union. Moreover, the last part also includes a cluster analysis, where countries are divided into homogeneous groups according to the selected indicators.

This thesis is focused on mathematical modelling of exchange rate CZK/USD in 1991 - 2014. Time series was divided into 5 parts. First Box-Jenkins methodology models were examined, especially ARIMA model. Unfortunately, the model could not be used because none of the time series showed correlation. The time series is considered as a white noise. The data appear to be completely random and unpredictable. The time series have not constant variance neither normal distribution and therefore GARCH volatility model was used as the second model. It is better not to divide time series when using model of volatility. Volatility model contributes to more accurate prediction than the standard deviation. Results were calculated in RStudio software and MS Excel.

Dissertation thesis creates a complex and modern scheme for stochastic modeling of demographic processes, which is universally applicable to any population in the world. All calculations are described in detail on the data of the Czech Republic. Throughout the work the attention is drawn to the issues, that every analyst must necessarily take into account in order to obtain correct results. Data comes mostly from the Czech Statistical Office database. However, some data matrices had to be calculated for the purposes of the thesis. Particular demographic processes (mortality, fertility and migration) are modeled using selected modern approaches (ARIMA models, Lee-Carter method) and based on the constructed models these processes are forecasted to the future. Using partially projected results a comprehensive demographic projection of the population of the Czech Republic is created up to the year 2050. However, not on the basis of the current state and expert expectations of the future development, but based on sophistically projected demographic events, which are explained using the trends and main components of their previous development. This demographic projection is created in three scenarios (marked SC1, SC2 and SC3), which are made from selected optimal models, presented in particular sections of the work. One part of the thesis is also the backward retropolation of age-specific number of net migrants by sex in the Czech Republic since 1948. On its basis the analysis and prediction of the migration can be done. The thesis is a synthesis of the projections of demographic processess of mortality, fertility, and migration. Final results are confronted with three scenarios of population projections of the Czech Republic created by the Czech Statistical Office and five scenarios of population projections by Eurostat. The purely statistical approach of demographic forecasting in comparison with deterministic models and expert expectations has its positives and negatives. Therefore, the different results due to various methodological approaches are discussed and compared in the conclusion of the thesis.