Linda index forecast based on ARIMA time series

Cesar Hernández, Jesús Prieto, Diego Giral

Article ID: 7918
Vol 8, Issue 11, 2024

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Abstract


Competition in the telecommunications market has significant benefits and impacts in various fields of society such as education, health and the economy. Therefore, it is key not only to monitor the behavior of the concentration of the telecommunications market but also to forecast it to guarantee an adequate level of competition. This work aims to forecast the Linda index of the telecommunications market based on an ARIMA time series model. To achieve this, we obtain data on traffic, revenue, and access from companies in the telecommunications market over a decade and use them to construct the Linda index. The Linda index allows us to measure the possible existence of oligopoly and the inequality between different market shares. The data is modeled through an ARIMA time series to finally predict the future values of the Linda index. The results show that the Colombian telecommunications market has a slight concentration that can affect the level of competition.


Keywords


ARIMA; concentration; Linda index; market; modeling; time series; telecommunications

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References


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DOI: https://doi.org/10.24294/jipd.v8i11.7918

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