Cash Withdrawal from ATMS as Long Memory Time Series

Alexander Tsyganov
2016 Procedia Computer Science  
Research objective -determination of long memory of a number of removals of cash. The model of determination of long memory of a time series relies on carrying out R\S and DFA of the analysis on Hurst's method. Calculation was carried out by means of Microsoft Excel and Microsoft Access. The executed calculations showed difference of a time series from random walks.
doi:10.1016/j.procs.2016.07.464 fatcat:h47mplbs3ncgbizvcnhpbbkcza