Time series analysis of approved foreign investment by two investment promotion agencies in the Philippines from first quarter of 1996 to second quarter 2015 / by Karen Joy A. Casaljay.

By: Contributor(s): Material type: TextTextLanguage: English Publication details: Indang, Cavite : 2016. Cavite State University- Main Campus,Description: xii, 67 pages : 28 cm. illustrations ; Content type:
  • text
Media type:
  • unmediated
Carrier type:
  • volume
Subject(s): DDC classification:
  • 332.6  C26 2016
Online resources: Production credits:
  • College of Arts and Science (CAS)
Abstract: CASALJAY, KAREN JOY A. Time Series Analysis of Approved Foreign Investment by two Investment Promotion Agencies in the Philippines from First Quarter of 1996 to Second Quarter of 2015. Undergraduate Thesis. Bachelor of Science in Applied Mathematics with specialization in Statistics. Cavite State University, Indang, Cavite. April 2016. Adviser: Engr. Orlando B. delos Reyes. This study focused on the two investment promotion agencies in the Philippines, namely Philippine Economic Zone Authority (PEZA) and Board of Investment (BOI) from first quarter of 1996 to second quarter of 2015. This research aimed to formulate and test the accuracy of the models for the transformed approved foreign investment for each of the investment promotion agencies. In addition, it aimed to compare the formulated models to determine the best model among the competing models of the two investment promotion agencies. Then, forecast the approved foreign investment of each of the two investment promotion agencies in the Philippines for the next four quarters. Because of the limited capability of the Box-Jenkins modelling when applied to the data of approved foreign investment on the four investment promotion agencies, this study focused on the approved foreign investment of BOI and PEZA where the methods in Box Jenkins modelling can practically be applied. In this study, the order of the formulated models for PEZA and BOI are the ARIMA models of order (7, 2, 0) and (3, 1, 0), respectively, which has been found to be the best model after conducting tests for adequacy and accuracy. The forecasted approved foreign investment generated through the use of the formulated models exhibits a fluctuating trend for the two investment promotion agencies in the Philippines for the next four quarters. Since PEZA has a large network of investors than BOI, the forecasted approved foreign investment for PEZA is dominantly greater than the approved foreign investment of BOI. The researcher also came up to a conclusion that the two other investment promotion agencies, namely Clark Development Corporation (CDC) and Subic Bay Metropolitan Authority (SBMA), cannot form a Box-Jenkins model so formulating a non-linear time series model is advisable in order to forecast the approved foreign investment for the said investment promotion agencies.
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Theses / Manuscripts Theses / Manuscripts Ladislao N. Diwa Memorial Library Theses Section Non-fiction 332.6 C26 2016 (Browse shelf(Opens below)) Link to resource Room use only T-6309 00011346

Thesis (BS Applied Mathematics) Cavite State University

Includes bibliographical references.

College of Arts and Science (CAS)

CASALJAY, KAREN JOY A. Time Series Analysis of Approved Foreign Investment by two Investment Promotion Agencies in the Philippines from First Quarter of 1996 to Second Quarter of 2015. Undergraduate Thesis. Bachelor of Science in Applied Mathematics with specialization in Statistics. Cavite State University, Indang, Cavite. April 2016. Adviser: Engr. Orlando B. delos Reyes.
This study focused on the two investment promotion agencies in the Philippines, namely Philippine Economic Zone Authority (PEZA) and Board of Investment (BOI) from first quarter of 1996 to second quarter of 2015. This research aimed to formulate and test the accuracy of the models for the transformed approved foreign investment for each of the investment promotion agencies. In addition, it aimed to compare the formulated models to determine the best model among the competing models of the two investment promotion agencies. Then, forecast the approved foreign investment of each of the two investment promotion agencies in the Philippines for the next four quarters.
Because of the limited capability of the Box-Jenkins modelling when applied to the data of approved foreign investment on the four investment promotion agencies, this study focused on the approved foreign investment of BOI and PEZA where the methods in Box Jenkins modelling can practically be applied.
In this study, the order of the formulated models for PEZA and BOI are the ARIMA models of order (7, 2, 0) and (3, 1, 0), respectively, which has been found to be the best model after conducting tests for adequacy and accuracy. The forecasted approved foreign investment generated through the use of the formulated models exhibits a fluctuating trend for the two investment promotion agencies in the Philippines for the next four quarters.

Since PEZA has a large network of investors than BOI, the forecasted approved foreign investment for PEZA is dominantly greater than the approved foreign investment of BOI. The researcher also came up to a conclusion that the two other investment promotion agencies, namely Clark Development Corporation (CDC) and Subic Bay Metropolitan Authority (SBMA), cannot form a Box-Jenkins model so formulating a non-linear time series model is advisable in order to forecast the approved foreign investment for the said investment promotion agencies.

Submitted copy to the University Library. 05-29-2017 T-6309

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