| Abstract [eng] |
This master’s thesis is a continuation of the bachelor’s thesis entitled „Analysis of financial indicators of Lithuanian municipalities”. The master’s thesis examines 10 Lithuanian municipalities with the lowest and highest Quality of Life Index (QLI) in year 2022. This master’s thesis aims to forecast the Quality of Life Index and its constituent subindices. The study uses panel data on the quality of life index of Lithuanian municipalities and its 6 sub-indices from years 2013 to 2022. The data was obtained from the website www.lietuvosfinansai.lt administered by the Ministry of Finance of the Republic of Lithuania. „RStudio” and „Python” programs were used for data analysis and prediction results. The aim of this work is to examine the 5 Lithuanian municipalities according to the lowest and 5 according to the highest quality of life index in 2022, and to present forecasts and compare them with real values. The following methods were used for data analysis: ARIMA model, GAM model, LSTM model, BiLSTM model, ADF test, Ljung–Box test, Durbin–Watson test, Jarque–Bera test, Breusch–Pagan test, Shapiro–Wilk test, ARCH LM test, QLI formula. After the analysis, it was found that ARIMA model predicted the values of sub-indices and QLI in 2022 the best. The values predicted by this model was the most consistent with the real data. |
