TAILIEUCHUNG - Forecasting domestic credit growth based on ARIMA model: Evidence from Vietnam and China

This model is fitted to time series data both to better understand the data and to forecast future points in the series. Hereby, the methodology is selected by Vietnam's best-fit model ARIMA (2,3,1) and China's best-fit model ARIMA (2,3,5). | Forecasting domestic credit growth based on ARIMA model Evidence from Vietnam and China .den color inherit .ttnd ol .ttnd ul .ttnd dl padding 0 0px 0 20px .ttnd hr margin 10px 0px .ttnd a href javascript void 0 .ttnd a href color inherit dtextscript p text-align left dtextscript img vertical-align middle Management Science Letters 10 2020 1001 1010 lt br gt lt br gt lt br gt lt br gt Contents lists available at GrowingScience lt br gt lt br gt lt br gt Management Science Letters lt br gt homepage msl lt br gt lt br gt lt br gt lt br gt lt br gt Forecasting domestic credit growth based on ARIMA model Evidence from Vietnam and China lt br gt lt br gt lt br gt Doan Van Dinha lt br gt lt br gt aFaculty of Finance and Banking Industrial University of Ho Chi Minh City Ho Chi Minh Vietnam lt br gt CHRONICLE ABSTRACT lt br gt lt br gt Article history Credit is an economic category and is also a product of the commodity economy which exists through many lt br gt Received September 23 2019 socio-economic forms to promote economic growth. Therefore the objective of this paper is to analyst compare lt br gt Received in revised format Octo- and forecast domestic credit growth in Vietnam s and China s economy. Thus the paper is applied by a method lt br gt ber 29 2019 of an autoregressive integrated moving average ARIMA model. This model is fitted to time series data both lt br gt Accepted November 8 2019 to better understand the data and to forecast future points in the series. Hereby the methodology is selected by lt br gt Available online Vietnam s best-fit model ARIMA 2 3 1 and China s best-fit model ARIMA 2 3 5 . Analytical data are col- lt br gt November 8 2019 lected from 1996 to 2017 the sample fitted the model and is statistically significant. The result show the forecast lt br gt Keywords result for next years. The Vietnamese and Chinese economy are the open economies and have domestic credit lt br gt Autoregressive model greatly contributed to

• Quản trị kinh doanh
• Forecasting domestic credit growth based on ARIMA model
• Evidence from Vietnam and China
• Forecasting domestic credit growth
• Autoregressive integrated moving
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