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Modelos de séries temporais aplicados à análise prospectiva de concessão de crédito bancário / Time series models applied to forecast analysis of banking credit concessionsKleber Giovelli Abitante 19 March 2007 (has links)
O presente trabalho teve por objetivo modelar as séries de concessão de crédito bancário às pessoas físicas, às pessoas jurídicas e para financiamento de atividades rurais, bem como realizar previsões a cerca dos comportamentos destas séries. A metodologia utilizada foi de Auto- Regressão Vetorial. A propriedade de co-integração entre as variáveis foi considerada no trabalho, sendo que foram estimados modelos de Auto-Regressão Vetorial com Correção de Erro – VEC. Os resultados mostram que o produto, a taxa de juros cobrada nos empréstimos, as exportações e as vendas no varejo podem auxiliar na geração de previsões satisfatórias das concessões de crédito às pessoas jurídicas e às pessoas físicas. Para o modelo de previsão das concessões de crédito para financiamento de atividades rurais, utilizaram-se variáveis referentes à produção de fertilizantes, vendas de tratores e colheitadeiras, produção de leite e produção de carnes bovina, suínas e de aves, sendo que as previsões geradas pelo modelo apresentaram performance adequada, dada a dificuldade da modelagem. / The aim of this study was to model the series of banking credit concessions to individuals, to firms and for rural activities financing, and to generate forecasts about the behavior of that series. The methodology used was the Vector Auto-Regression. The property of co-integration among the variables was considered, and were estimated Vector Auto-Regression models with Error Correction – VEC. The results shows that the product, the lending interest rate, the exportation and the retail sales can to help on the generation of satisfactory forecast of the banking credit concessions to firms and to individuals. Regarding the forecast model of the banking credit concessions for rural activities financing, was used variables about the fertilizers production, sales of tractors and harvesters machines, milk production and the production of meat of cattle, pork and chicken, and the forecasts generated by the model showed suitable perform, considering the modeling difficult.
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Modelos de séries temporais aplicados à análise prospectiva de concessão de crédito bancário / Time series models applied to forecast analysis of banking credit concessionsAbitante, Kleber Giovelli 19 March 2007 (has links)
O presente trabalho teve por objetivo modelar as séries de concessão de crédito bancário às pessoas físicas, às pessoas jurídicas e para financiamento de atividades rurais, bem como realizar previsões a cerca dos comportamentos destas séries. A metodologia utilizada foi de Auto- Regressão Vetorial. A propriedade de co-integração entre as variáveis foi considerada no trabalho, sendo que foram estimados modelos de Auto-Regressão Vetorial com Correção de Erro – VEC. Os resultados mostram que o produto, a taxa de juros cobrada nos empréstimos, as exportações e as vendas no varejo podem auxiliar na geração de previsões satisfatórias das concessões de crédito às pessoas jurídicas e às pessoas físicas. Para o modelo de previsão das concessões de crédito para financiamento de atividades rurais, utilizaram-se variáveis referentes à produção de fertilizantes, vendas de tratores e colheitadeiras, produção de leite e produção de carnes bovina, suínas e de aves, sendo que as previsões geradas pelo modelo apresentaram performance adequada, dada a dificuldade da modelagem. / The aim of this study was to model the series of banking credit concessions to individuals, to firms and for rural activities financing, and to generate forecasts about the behavior of that series. The methodology used was the Vector Auto-Regression. The property of co-integration among the variables was considered, and were estimated Vector Auto-Regression models with Error Correction – VEC. The results shows that the product, the lending interest rate, the exportation and the retail sales can to help on the generation of satisfactory forecast of the banking credit concessions to firms and to individuals. Regarding the forecast model of the banking credit concessions for rural activities financing, was used variables about the fertilizers production, sales of tractors and harvesters machines, milk production and the production of meat of cattle, pork and chicken, and the forecasts generated by the model showed suitable perform, considering the modeling difficult.
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The use of interrupted time series analysis to evaluate the impact of Pharmaceutical Benefits Scheme policies on drug utilisation in Australia.Donnelly, Neil James, Public Health & Community Medicine, Faculty of Medicine, UNSW January 2005 (has links)
PROBLEM INVESTIGATED: Methodological issues and policy implications arising from the application of interrupted time series (ITS) analyses to assess the impact of Pharmaceutical Benefit Scheme (PBS) subsidisation policies on drug utilisation in Australia. PROCEDURES FOLLOWED: A critical review of methodological issues relating to the application and analysis of ITS designs was undertaken. This included an examination of drug utilisation data sources in Australia. The PBS policies examined were: (i) the introduction of copayments in 1990; (ii) the introduction of re-supply limits in 1994 and (iii) the introduction of a form of reference pricing in 1998. Monthly aggregate drug utilisation data was obtained from the Australian Department of Health and Ageing. Segmented regression analyses incorporating autocorrelated errors were implemented and statistical diagnostics applied to ensure correct ITS model specification. Alternative seasonal modelling approaches were compared. RESULTS OBTAINED: The copayment ITS evaluation found that while these copayments produced a reduction in the utilisation of essential and discretionary medications, this effect was stronger for discretionary drugs. An unintended policy effect was a large anticipatory increase in drug utilisation during the month prior to the copayments. Repatriation PBS data was also utilised due to the limited number of pre-intervention data points in the Community series. The re-supply limit ITS evaluation found that the 20-day rule markedly reduced the size of the seasonal increase during the month of December. However, logistic regression analyses showed that the size of this reduction attenuated over time, highlighting the need to consider alternative analysis strategies when applying a ITS approach. The reference pricing ITS evaluation found that this policy had achieved its drug utilisation objectives for H2RAs and ACE Inhibitors. However with regard to CCBs, no increase in the utilisation of benchmark priced drug was apparent, which probably reflected clinical concerns at the time about the safety of these drugs. MAJOR CONCLUSIONS: Well implemented ITS analyses provide a valuable tool for evaluating the impact of PBS subsidisation policy change on drug utilisation in Australia. As with any methodology, however, different design and data integrity issues will affect the quality of information provided.
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Case Study: Future Scenarios of Japan’s Energy Supply System in the Aftermath of the Fukushima Daiichi Nuclear Power DisasterWang, Wen-Tien January 2020 (has links)
Nine years have passed since the Fukushima Daiichi nuclear disaster (FDND). The Japanese government has been facing the issue of striking a balance among economy, environment, and social opinions for its energy transition policy. Increasing usages of fossil fuel, natural gas, and coal can fix the energy gap left out by reduced nuclear use and stabilise Japan’s energy supply, ensuring economic growth; however, the measure would increase the global warming potential. This study applies the Fossil fuel supply security index (FFSSI) to quantify the present energy supply security in Japan and presents future scenarios of greenhouse gas emissions (GHGs) based on analysed results from the Linear Regression, Polynomial Regression, and Holt-Winters forecasting models. The driving forces of GHGs are analysed by Kaya identity to show the outlook in Japan. The aim of this study is to present the feasibility of reaching the Japanese government launched “Long-Term Energy Supply and Demand Outlook” for fiscal 2030, under Japan’s current energy supply system for policymaker’s consideration. Compared with other Asian-pacific countries (China, South Korea, Taiwan, etc.), the lacking self- sufficiency energy is the major weakness for Japan’s present energy supply system. Moreover, extrapolations based on several forecasting models indicate that the carbon dioxide emission is expected to increase in the next decade if keep continuing the present structure of the energy supply system.
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