{"id":18799878,"url":"https://github.com/fedesgh/arima_model_for_monetary_base_bcra","last_synced_at":"2026-01-03T08:30:17.511Z","repository":{"id":259450809,"uuid":"865491725","full_name":"Fedesgh/ARIMA_Model_For_Monetary_Base_BCRA","owner":"Fedesgh","description":"Read data from an excel file, clean it and build ARIMA model","archived":false,"fork":false,"pushed_at":"2024-10-24T13:56:46.000Z","size":31387,"stargazers_count":0,"open_issues_count":0,"forks_count":0,"subscribers_count":1,"default_branch":"main","last_synced_at":"2024-12-29T18:52:48.186Z","etag":null,"topics":["arima","statsmodels"],"latest_commit_sha":null,"homepage":"","language":"C","has_issues":true,"has_wiki":null,"has_pages":null,"mirror_url":null,"source_name":null,"license":"apache-2.0","status":null,"scm":"git","pull_requests_enabled":true,"icon_url":"https://github.com/Fedesgh.png","metadata":{"files":{"readme":"README.md","changelog":null,"contributing":null,"funding":null,"license":"LICENSE","code_of_conduct":null,"threat_model":null,"audit":null,"citation":null,"codeowners":null,"security":null,"support":null,"governance":null,"roadmap":null,"authors":null,"dei":null,"publiccode":null,"codemeta":null}},"created_at":"2024-09-30T16:07:38.000Z","updated_at":"2024-10-24T13:56:50.000Z","dependencies_parsed_at":"2024-10-25T20:44:18.463Z","dependency_job_id":null,"html_url":"https://github.com/Fedesgh/ARIMA_Model_For_Monetary_Base_BCRA","commit_stats":null,"previous_names":["fedesgh/arima_model_for_monetary_base_bcra"],"tags_count":0,"template":false,"template_full_name":null,"repository_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/Fedesgh%2FARIMA_Model_For_Monetary_Base_BCRA","tags_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/Fedesgh%2FARIMA_Model_For_Monetary_Base_BCRA/tags","releases_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/Fedesgh%2FARIMA_Model_For_Monetary_Base_BCRA/releases","manifests_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/Fedesgh%2FARIMA_Model_For_Monetary_Base_BCRA/manifests","owner_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/owners/Fedesgh","download_url":"https://codeload.github.com/Fedesgh/ARIMA_Model_For_Monetary_Base_BCRA/tar.gz/refs/heads/main","host":{"name":"GitHub","url":"https://github.com","kind":"github","repositories_count":239728859,"owners_count":19687415,"icon_url":"https://github.com/github.png","version":null,"created_at":"2022-05-30T11:31:42.601Z","updated_at":"2022-07-04T15:15:14.044Z","host_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub","repositories_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories","repository_names_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repository_names","owners_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/owners"}},"keywords":["arima","statsmodels"],"created_at":"2024-11-07T22:16:56.514Z","updated_at":"2026-01-03T08:30:17.446Z","avatar_url":"https://github.com/Fedesgh.png","language":"C","funding_links":[],"categories":[],"sub_categories":[],"readme":"Read excel file, clean it and build ARIMA model to predict Argentina's monetary base change \n\nThe excel file was downloaded from official BCRA website (https://www.bcra.gob.ar/)\n\n## About the notebook\n\n\nThe first task to solve was the multi-heads columns obtained by transforming the excel file into a data frame.\n\n \n![images/columnshead.jpg](images/columnshead.jpg)\n\n\nAfter a bit of cleaning we got a dataframe with multiple columns indexes: **DAILYCHANGE** and **DAILYSTOCK**, both offering the same most important features but one shows the daily change and the other the total stock at a particular day. In addition **DAILYCHANGE** offers additional columns to show certain BCRA assets in more detail.\n\n\n![images/resultdata.jpg](images/resultdata.jpg)\n\n\n## ARIMA model\n\n\nOur aim is to predict the feature **held_by_public_(1)** defined by: monetary circulation that is not in the possession of financial entities.\n\n\n![images/held_by_public.png](images/held_by_public.png)\n\n\nAt first sight we can see that it is not stationary, then we must use differencing\n\n\n![images/shift1.png](images/shift1.png)\n\n\nwhere we apply Dicker-Fuller test obtaining a **p value of 0.00046844795099990213** \n\n\n\nThen we get **auto-correlation** and **partial-autocorrelation** functions\n\n\n![images/partialauto.png](images/partialauto.png)\n\n\n![images/autocorr.png](images/autocorr.png)\n\n\n## Result\n\n\n![images/result.jpg](images/result.jpg)\n\n\n![images/prediction.png](images/prediction.png)\n\n\nShowing some effectiveness during the first two weeks until approximately 04/15/2024, when it begins to converge towards the media.\n\n\n\n\n\n","project_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Ffedesgh%2Farima_model_for_monetary_base_bcra","html_url":"https://awesome.ecosyste.ms/projects/github.com%2Ffedesgh%2Farima_model_for_monetary_base_bcra","lists_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Ffedesgh%2Farima_model_for_monetary_base_bcra/lists"}