ECUADORIAN FLOWER EXPORTS AND THEIR SEASONALITY: AN ECONOMETRIC ANALYSIS USING GARCH MODELING
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| Natura: | Artículo científico |
| Lingua: | en |
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Universidad Nacional de La Plata
2025
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| _version_ | 1876481508311564288 |
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| author | Hólguer Rodrigo Altamirano Pérez |
| author_facet | Hólguer Rodrigo Altamirano Pérez |
| contents | ECUADORIAN FLOWER EXPORTS AND THEIR SEASONALITY: AN ECONOMETRIC ANALYSIS USING GARCH MODELING Hólguer Rodrigo Altamirano Pérez Máximo Ortega Galarza Verónica Gabriela Páez Romero Administración y Contabilidad Ecuador exports seasonality GARCH model Econometrics Exports of natural flowers as macroeconomic variables present repetitive behaviors or patterns; the objective of this research is to obtain a GARCH econometric model of the seasonal behavior of Ecuadorian flowers in the international market. The applied methodology was descriptive with a mixed approach and quantitative approach to a total of 259 monthly data from January 2000 to July 2022. For this study, the Box - Jenkins or seasonal ARIMA time series methodology known as SARIMA (Seasonal Autoregressive Integrated Moving Average Model) was used with the Eviews 9 program. The results showed that the application of a GARCH model to a seasonal model was adequate to forecast five out-of-sample data after generating a first difference to the original model because it was not stationary, the peak export months are February, March, and May, respectively; the first because there is a significant boom every year as a result of the fact that in this month the day of love and friendship is celebrated and orders worldwide multiply, and the third for Mother's Day. 2025 artículo científico 2314-3738 https://www.redalyc.org/articulo.oa?id=511678733011 https://www.redalyc.org/journal/5116/511678733011/ https://www.redalyc.org/journal/5116/511678733011/html/ https://www.redalyc.org/journal/5116/511678733011/511678733011.epub https://www.redalyc.org/journal/5116/511678733011/movil en http://www.redalyc.org/revista.oa?id=5116 Ciencias Administrativas application/pdf Universidad Nacional de La Plata Ciencias Administrativas (Argentina) Num.25 |
| format | Artículo científico |
| id | redalyc_511678733011 |
| institution | Redalyc |
| language | en |
| publishDate | 2025 |
| publisher | Universidad Nacional de La Plata |
| spellingShingle | ECUADORIAN FLOWER EXPORTS AND THEIR SEASONALITY: AN ECONOMETRIC ANALYSIS USING GARCH MODELING Hólguer Rodrigo Altamirano Pérez Administración y Contabilidad Ecuador exports seasonality GARCH model Econometrics ECUADORIAN FLOWER EXPORTS AND THEIR SEASONALITY: AN ECONOMETRIC ANALYSIS USING GARCH MODELING Hólguer Rodrigo Altamirano Pérez Máximo Ortega Galarza Verónica Gabriela Páez Romero Administración y Contabilidad Ecuador exports seasonality GARCH model Econometrics Exports of natural flowers as macroeconomic variables present repetitive behaviors or patterns; the objective of this research is to obtain a GARCH econometric model of the seasonal behavior of Ecuadorian flowers in the international market. The applied methodology was descriptive with a mixed approach and quantitative approach to a total of 259 monthly data from January 2000 to July 2022. For this study, the Box - Jenkins or seasonal ARIMA time series methodology known as SARIMA (Seasonal Autoregressive Integrated Moving Average Model) was used with the Eviews 9 program. The results showed that the application of a GARCH model to a seasonal model was adequate to forecast five out-of-sample data after generating a first difference to the original model because it was not stationary, the peak export months are February, March, and May, respectively; the first because there is a significant boom every year as a result of the fact that in this month the day of love and friendship is celebrated and orders worldwide multiply, and the third for Mother's Day. 2025 artículo científico 2314-3738 https://www.redalyc.org/articulo.oa?id=511678733011 https://www.redalyc.org/journal/5116/511678733011/ https://www.redalyc.org/journal/5116/511678733011/html/ https://www.redalyc.org/journal/5116/511678733011/511678733011.epub https://www.redalyc.org/journal/5116/511678733011/movil en http://www.redalyc.org/revista.oa?id=5116 Ciencias Administrativas application/pdf Universidad Nacional de La Plata Ciencias Administrativas (Argentina) Num.25 |
| title | ECUADORIAN FLOWER EXPORTS AND THEIR SEASONALITY: AN ECONOMETRIC ANALYSIS USING GARCH MODELING |
| topic | Administración y Contabilidad Ecuador exports seasonality GARCH model Econometrics |
| url | https://www.redalyc.org/articulo.oa?id=511678733011 https://www.redalyc.org/journal/5116/511678733011/ https://www.redalyc.org/journal/5116/511678733011/html/ https://www.redalyc.org/journal/5116/511678733011/511678733011.epub https://www.redalyc.org/journal/5116/511678733011/movil |