dennislumumba/Kenya-Macro-Intelligence-M-Pesa-Velocity-Inflation-Forecasting

n econometric forecasting engine utilizing SARIMA and GARCH models to analyze the correlation between M-Pesa transaction velocity and consumer price inflation in Kenya. Built to provide strategic "Alpha" for fintech and institutional stakeholders. # Kenya-Macro-Intelligence ## FP&A Decision Engine for Liquidity, Revenue Forecasting, and Monetary Risk in Kenya > **The Boardroom Question:** > **How does digital currency velocity impact corporate liquidity and revenue forecasting in the Kenyan market?** This repository is not a generic macroeconomic project. It is a **Financial Planning & Analysis (FP&A) intelligence asset** built to help finance leaders, operators, and investors understand how **M-Pesa transaction velocity, inflation, and Central Bank Rate (CBR) policy** interact to influence commercial performance in Kenya. In mobile-money-first economies, transaction flows are not just payments data. They are a live proxy for: - consumer liquidity - merchant turnover - working-capital pressure - revenue timing risk - policy transmission into the real economy This engine combines macroeconomic forecasting, volatility mapping, and financial model validation to answer one high-value corporate question: > **Can digital transaction behavior be used as a leading indicator for revenue pressure, liquidity stress, and forward operating performance?** --- ## Why this repository matters for FP&A For most finance teams, macro commentary sits too far away from the operating model. That is a mistake. In Kenya, where mobile money is deeply embedded in household spending and merchant collections, changes in transaction velocity can signal: - softening demand before revenue misses appear in reporting - tightening liquidity before collections deteriorate - policy drag before operating budgets are revised - volatility risk before management guidance becomes unreliable This repository closes that gap. It translates **macro-fintech data into decision-grade FP&A insight** through four layers: 1. **Macro ingestion and cleaning** of a 5-year monthly Kenya dataset 2. **SARIMA inflation forecasting** for the next 12 months 3. **GARCH volatility modelling** of M-Pesa transaction flow instability 4. **Executive interpretat …