MODELING CYCLES IN ECONOMETRIC MODELS

The paper describes the author’s algorithm for finding the cyclical components.All time series consist of 4 components,namely trend, seasonal, cyclic and residual component. In the domestic literaturedescribes only to find the trend, seasonal and residual components. And findingcyclic components is si...

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Bibliographic Details
Published in:Статистика и экономика no. 1; pp. 176 - 178
Main Authors: Anatoly B. Yusov, Antonina A. Kasatkina
Format: Journal Article
Language:English
Russian
Published: Plekhanov Russian University of Economics 01.08.2016
Subjects:
econometrics
socio-economic models
statistics
time series
time series forecasting
временные ряды
прогно зирование временных рядов
социально-экономические модели
статистика
эконометрика
ISSN:2500-3925
Online Access:Get full text
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Summary:The paper describes the author’s algorithm for finding the cyclical components.All time series consist of 4 components,namely trend, seasonal, cyclic and residual component. In the domestic literaturedescribes only to find the trend, seasonal and residual components. And findingcyclic components is similar to findingseasonal. The author believes that the algorithm for finding the seasonal andcyclical cannot be the same.
ISSN:2500-3925
DOI:10.21686/2500-3925-2015-1-176-178