Forecasting based on econometric models (time series analysis)
Автор: Sakhanova A.N., Akhmer Y.Zh.
Журнал: Международный журнал гуманитарных и естественных наук @intjournal
Рубрика: Экономические науки
Статья в выпуске: 3-2 (6), 2017 года.
Бесплатный доступ
Economic-mathematical modeling is a crucial part of any research in the field of economy. The rapid development of mathematical analysis, operations research, probability theory and mathematical statistics contributed to the formation of various kinds of models of the economy. The problem of studying the relationship of economic indicators is one of the most important in the economic analysis. This issue is central in econometric and it is solved by construction of econometric model and the determination of possibilities of its use for the description, analysis and prediction of real economic processes. This article describes the forecasting and its classification. The method of time series is described in more detail and the real example of simulation of exchange ratio KZT/RUB between 2006-2013 is given. The main stages of the work are analyzed.
Modelling, forecasting, time series analysis, econometric
Короткий адрес: https://sciup.org/170184532
IDR: 170184532
Список литературы Forecasting based on econometric models (time series analysis)
- Tikhonov E.E. Predicting the market conditions. Nevinnomyssk, 2006. 221
- Lotov A.V. Introduction to the economic and mathematical modeling. M Science, 1984.
- E. Jantsch, Forecasting of scientific and technical progress. / Transl. from English, Progress, 1974.
- Box, G.E.P. and G.M. Jenkins Time Series Analysis, Forecasting and Control. Revised Edition. Holden Day, SanFrancisco, 1976.
- Shumway, R. H. and D. S. Stoer Time Series Analysis and Its Applications: With R Examples, Springer, 2010.
- Brockwell P.J. and R.A. Davis, Introduction to Time Series and Forecasting, 2nd Edition, Springer, 2002.
