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Properties of Complex Dispersion and Standard Deviation
The main purpose of this study is to investigate the properties of the statistical characteristics within the framework of the development of the foundations of complex-valued economy. The methodology of the latter is based on using complex variables in econometric models instead of real ones. The research is based on the results of the previous works where the leastsquares method was adapted for the purposes of complex-valued economy and the complex coefficient of pair correlation was derived. In this paper the authors substantiate the use of complex form of such statistical characteristics as the correlation moment, dispersion and standard deviation in complex variable econometrics. The properties of complex dispersion and standard deviation are figured out. Usage of complex dispersion and its characteristics in practice is demonstrated on the example of a complex variable, consisting of two real variables - the world oil price and the world price for gas. The econometric models with complex variables help to describe the economic processes better. Calculation of complex statistical characteristics is an essential procedure in the construction of such models.