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Regular version of the site

Book chapter

К вопросу о прогнозировании экономики с помощью моделей авторегрессии

С. 26-30.
Светуньков С. Г.

The influence of the length of the sample series of economic dynamics to the correct diagnosis of the structure of autoregressive models. It is proved that the length of the sample uvelichina further than the defined period of economic inertial object correlogram distort the real situation, and autoregression models are wrong structure. All scientific hypotheses tested on a representative sample of daily data in world oil prices over the past five years.

In book

Prt. К вопросу о прогнозировании экономики с помощью моделей авторегрессии. Бердянск: Видавець Ткачук, 2015.