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Rodrigo Cajamarca y Hermann Mena
Analíti a
k
3
Revista de Análisis Estadístico
Journal of Statistical Analysis
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Liquidez Amazonas
ADC 24
BT ADC 24
MCRC 12 100
BT MCRC 12 100
SARIMA
BT SARIMA
(a)
Contraste
ADC24
MCRC12100
SARIMA
0
5
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Modelos
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Residuos de los modelos
ADC24
MCRC12100
SARIMA
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1.5
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2.5
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3.5
Modelos
(c)
Residuos del
back testing
Figura 26.
Banco Amazonas, contraste
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Analítika,
Revista de análisis estadístico
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