Resumo

ANDRADE CHAVEZ, Francisco Mauricio. Un modelo de series de tiempo ARIMA para pronosticar la variable generadora de ingresos por negociaciones de renta variable en el mercado de valores en Ecuador. Figempa [online]. 2023, vol.16, n.2, pp.1-12. ISSN 2602-8484.  https://doi.org/10.29166/revfig.v16i2.4496.

This study investigates the feasibility of automating the process of buying and selling stocks on the Ecuadorian Stock Exchange, in order to democratize access to the market using, the CRISP-DM data mining methodology. The study analyzes the business model of local and foreign stockbrokers, which depends mainly on commissions, and suggests that automation could have a significant impact on the sector. Using the statistical software R, an ARIMA time series model is constructed to forecast transactions carried out in stockbrokers. The results show a decreasing trend in transactions and low liquidity levels in issuers.

Palavras-chave : time series; stocks; transactions; forecast.

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