Research of economic time series with general trends based on empirical data analysis methods

The article deals with the analysis of trading data from the stock exchange to identify common trends and relationships between different financial instruments. The movement of financial time series is a process of random walk with predictable and unpredictable characteristics. Therefore, there is an interest in statistical market-neutral research methods that are independent of the general direction of the markets. The results of analyses help not only to better understand the dynamics of financial markets, but also to draw valuable conclusions for investors and market participants, which can serve as a basis for making informed trading decisions.