Development of a Mathematical Forecasting Model RUONIA

The article examines the time series of dynamics of the RUONIA indicator, the key rate of the Bank of Russia, money supply, inflation for the period from January 2010 to the present time. During the study, methods of correlation analysis were used, as well as time series analysis, multicollinearity was checked, and autocorrelation was identified. The developed model for forecasting the value of RUONIA is based on the value of the current key rate of the Bank of Russia, the dynamics of the money supply, as well as the previous value of RUONIA. The model allows you to “predict” the value of RUONIA in order to make more informed financial decisions.