Keywords
Abstract
Mazkur maqolada moliyaviy vaqtli qatorlarni tahlil qilishda qoʻllaniladigan asosiy statistik modellashtirish usullari keng koʻlamda tahlil qilinadi. Xususan, AR, MA, ARMA, ARIMA, SARIMA, ETS va GARCH modellarining nazariy asoslari, afzalliklari va amaliy qoʻllanilishi yoritilgan. Har bir modelning statistik xususiyatlari, statsionarlik, trend va mavsumiylik kabi komponentalar bilan ishlashdagi roli muhokama qilinadi. Maqola davomida klassik statistik yondashuvlarning kuchli va zaif tomonlari aniqlanadi hamda zamonaviy moliyaviy bozor sharoitida bu modellarning imkoniyatlari baholanadi. Natijalar statistik yondashuvlar yordamida moliyaviy vaqtli qatorlarni prognozlashda ishonchli tahlil vositalarini tanlashda muhim manba boʻlib xizmat qiladi.
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