Statistički modeli prognoziranja poslovnih prihoda i rashoda INA Grupe d.d.

master's thesis

• Title (english): Statistical revenue and expenses forecasting models based on INA Group
• Author: Katarina Šegota
• Mentor: Mirjana Čižmešija (mentor)
• Committee member: Berislav Žmuk (predsjednik povjerenstva)
• Committee member: Zrinka Lovretin Golubić (član povjerenstva)
• Granter: University of Zagreb; Faculty of Economics and Business; (Department of Managerial Economics); Zagreb
• Defense date and country: 2024-09-19, Croatia
• Scientific / art field, discipline and subdiscipline: SOCIAL SCIENCES; Economics

Abstract

Svrha ovog diplomskog rada je istražiti uspješnost statističkih modela prognoziranja u prognoziranju prihoda od prodaje i poslovnih rashoda poduzeća INA d.d. Prognoziranje je važno u poslovnom planiranju koje je sastavni dio poslovnog odlučivanja. U raznim situacijama, menadžere, investitore, kreditore i druge dionike zanimat će vrijednost poduzeća. Prognoziranje je sastavni dio i procesa vrednovanja poduzeća. Cilj istraživanja bio je utvrđivanje reprezentativnog modela za prognoziranje prihoda od prodaje i poslovnih rashoda INA d.d. Modeli su odabrani po kriteriju minimalnih prosječnih prognostičkih pogrešaka iz skupine tradicionalnih prognostičkih modela na bazi vremenskog niza. Utvrđeno je da je najbolji model za prognoziranje godišnjih prihoda od prodaje i poslovnih rashoda Brownov model jednostavnog eksponencijalnog izglađivanja, dok je za kvartalne prihode od prodaje i poslovne rashode utvrđeno da je Holt-Wintersov multiplikativni model eksponencijalnog izglađivanja najbolji.

Abstract (english)

The purpose of this master's thesis is to investigate the effectiveness of statistical forecasting models in forecasting sales revenue and business expenses of the company INA d.d. Forecasting is particularly important in business planning, which is an integral part of business decision-making. In various situations, managers, investors, creditors and other stakeholders will be interested in the value of a company. Forecasting is, therefore, an integral part of the company valuation process. The goal of the research was to determine a representative model for forecasting sales revenue and business expenses of INA d.d. The models were selected according to the criterion of minimum average prognostic errors from the group of traditional prognostic models based on time series. It was found that the best model for forecasting annual sales revenue and business expenses is Brown's single exponential smoothing model, while for quarterly sales revenue and business expenses it was determined that Holt-Winters multiplicative exponential smoothing model is the best.

• Keywords: prognoziranje; statistički modeli prognoziranja; prognostička vrijednost; prognostička pogreška; model eksponencijalnog izglađivanja
• Keywords (english): forecasting; statistical forecasting models; forecast value; forecast error; exponential smoothing model
• Language: croatian
• URN:NBN: urn:nbn:hr:148:298347
• Study programme: Title: Business economics; Study programme type: university; Study level: integrated undergraduate and graduate; Academic / professional title: magistar/magistra ekonomije (magistar/magistra ekonomije)
• Type of resource: Text
• File origin: Born digital
• Access conditions: Access restricted to students and staff of home institution
• Created on: 2024-09-21 14:33:53