مشروع البحث: تطبيق نمادج بوكس - جنكينز علي الحركة المالية بالفنادق الليبية العامة دراسة حالة فندق زليتن للفترة (2016-2012)
تحميل...
المساهمين
الممولين
رقم التعريف
7200
الباحث
محمد عبد الله محمد اصميدة
الوصف
This study aimed mainly to identify the extent and possibility of using one of the most important methods of time series and prediction to realistic time data from Zliten Hotel, which is one of the public hotels in Libya. The data in force represent of four variables believed to constitute the financial movement characteristics of the considered hotel. These variables are as follows: revenues, expenses, salaries and lodgers. The Box-Jenkins method, known in statistical literature as the acronym ARIMA, is used in the field of time series analysis. The data used in the analysis are monthly data of the variables under study in the period (2012-2016). From the results of this study, it became clear that the four chains are unstable. Also, there are no seasonal changes in the four time series, where in such series the seasonal change is expected to be a part of the series. The reason is due to the nature of the hotels, as they are popular in particular months and slump in other months. When the first difference of these four time series was calculated, these chains were stabilized. The findings show that the appropriate model for the revenue chain was ARIMA (1,1,2). The appropriate model for the series of expenses is ARIMA (2,1,2), the appropriate model for the salaries chain is ARIMA (1,1,2), and the appropriate model for the series of lodgers is ARIMA (0,1,2). The thesis consists of five main chapters: The first chapter is devoted as a general introduction, as it included the research problem, it's goals, and it's importance. Also in addition to these, number of previous studies as well as a brief introduction to the data used in this study are presented. The second chapter, deals with the relevant basic concepts and definitions. While in the third chapter, the Box-Jenkins methodology has been discussed from the theoretical side as it is the main method used in this study. The fourth chapter, deals with the practical application of the Box- Jenkins models
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with a discussion of the results of the statistical analysis. Last but not least, in the fifth chapter, the most important results and recommendations based on the analyses outcomes of current study are presented. It should be noted that most statistical analysis, especially on the practical side, were conducted using the statistical programming language R Core Team (2019). The reason for this choice is due to the given features and capabilities available in this language that allow advanced statistical analysis to be carried out easily.
الكلمات الدالة
نمادج بوكس - جنكينز علي الحركة المالية