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Economic Statistical Analysis of Bank Deposits

Student: Anastasiya Sayfulina

Supervisor: Vladimir Elahovsky

Faculty: Faculty of Economic Sciences

Educational Programme: Economics and Statistics (Bachelor)

Final Grade: 7

Year of Graduation: 2017

This paper evaluates an analysis of the dynamics of bank deposits by individuals in foreign currency for the period 2006-2016. In parallel, the structure of the amount of bank deposits as a whole will be examined: in rubles and in foreign currency. The correlation of the amount of bank deposits by individuals and households is analyzed. In the same way, we made a statistical analysis of the indicators that have an impact on the formation of the amount of bank deposits by individuals in foreign currency. Also, the time series was analyzed using a second order polynomial model and an integrated autoregression model (ARIMA). The following results were obtained: the amount of bank deposits depends on the number of banking organizations, the proportion of urban population, the unemployment rate, the number of graduates of higher education. We obtained a significant adequate integrated model of autoregression, and made a prediction of our time series. So the hypothesis that this time series depends on time was confirmed. We also found that sudden shocks can greatly distort data, in consequence of which the constructed polynomial model does not fully explain this time series.

Full text (added May 12, 2017)

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