Browsing by Author "Pulgarin Valbuena, Cristian Camilo"
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Item Análisis del comportamiento del índice colcap entre el periodo 2020 y 2022, aplicando un modelo arima(Universidad Santigo de Cali, 2023) Díaz Espinoza, Alejandra; Pulgarin Valbuena, Cristian Camilo; Obregón Morales, JohynerIn this article, an analysis of the behavior that the IMBC COLCAP has been having over the last three years is carried out, evidencing how the fluctuations can be explained by macroeconomic factors and by the main events of a national and international nature that have occurred in the country during this period. time frame. For this, an ARIMA modeling was used, which served as a technical part of this report, where the evaluation components contained in this model were vital at the time of the analysis of the time series. Additionally, by means of a forecast made from within the data, it is possible to arrive at the econometric form that is closest to the real behavior of the COLCAP index during the period of time analyzed, achieving a reflection of behavior, but which hardly manages to adjust to the volatility that represents the variable.