MODELING AND ANALYSIS OF DYNAMIC DATA


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Abstract

In this work some characteristics of autoregressive models are viewed, autoregressive integrated model of moving average of BoxJenkins was used. Retro forecast was made based on this model, most important indicators were calculated, adequacy of model was tested and optimal autoregressive model was chosen.

About the authors

A. Y. Trusova

the Dept. of Mathematics and Business Informatics, Samara State University, Samara, 443011, Russian Federation.

Author for correspondence.
Email: morenov.sv@ssau.ru

A. I. Ilyina

the Dept. of Mathematics and Business Informatics, Samara State University, Samara, 443011, Russian Federation.

Email: morenov.sv@ssau.ru

References


Copyright (c) 2017 Vestnik of Samara University. Economics and Management

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