Forecasting the fall of financial markets in the GRETL
Автор: Odintsova A.L., Orlova V.P., Provst T.A.
Журнал: Экономика и социум @ekonomika-socium
Рубрика: Основной раздел
Статья в выпуске: 4 (71), 2020 года.
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This article is devoted to the practice of using the Gretl software product on the example of financial markets research. GDP was selected as the resulting variable. Dependent variables are the volume of transactions( trades), the level of inflation and the PTC stock index.
Биржевой индекс ptc, gretl, arch-модель, econometrics, forecasting, financial markets, econometric modeling, multiple linear regression model, least squares method, gdp, transaction volume, inflation rate, ptc stock index, significance estimation, regression equation, correlation coefficients, autocorrelation, heteroscedasticity, arch model, fisher criterion, correlation and regression analysis
Короткий адрес: https://sciup.org/140251965
IDR: 140251965
