FORECAST OF DYNAMIC INDICATORS BY ADAPTIVE FORECASTING METHODOLOGY
- Authors: Barysheva E.N.1, Trusova A.Y.1
-
Affiliations:
- Samara National Research University
- Issue: Vol 9, No 2 (2018)
- Section: MATHEMATICAL AND INSTRUMENTAL METHODS OF ECONOMICS
- URL: https://journals.ssau.ru/eco/article/view/6615
- DOI: https://doi.org/10.18287/2542-0461-2018-9-2-%25p
- ID: 6615
Cite item
Full Text
Abstract
The article deals with adaptive forecasting, which is one of the modern directions of statistical analysis and forecasting of time series. Using the stock data as an example, the forecast is calculated by the method of autoregression of the AR (1,1), the autoregression model of the final varieties of the AR (1,1), and ARISS (1,1,1) – the Box – Jenkins model.
About the authors
Evgeniya Nikolaevna Barysheva
Samara National Research University
Author for correspondence.
Email: lioner97@mail.ru
Alla Yurievna Trusova
Samara National Research University
Email: lioner97@mail.ru
References
- Dayitbegov D.M. Kompyuternye tekhnologii analiza dannykh v ekonometrike. Monografiya. 3-e izd., ispr. i dop. [Computer technologies of the analysis of data in econometrics: monograph. 3rd edition, revised and enlarged]. M.: Vuzovskii uchebnik: Infra-M, 2013. XIV, 587 p. [in Russian].
- Degtyareva O.I. Birzhevoe delo: uchebnik [Exchange business: textbook]. M.: Magistr, 2010, 624 p. [in Russian].
- Eliseeva I.I. Ekonometrika: uchebnik. Pod red. I.I. Eliseevoi [Econometrics: textbook. I.I. Eliseeva (Ed.)]. M.: Yurait, 2018, 449 p. [in Russian].
- Mkhitaryan V.S., Agapova T.N., Il’enkova S.D., Surinov A.E. Statistika: v 2 ch. Chast’ 2: uchebnik i praktikum dlya akademicheskogo bakalavriata. Pod red. V.S. Mkhitaryana. 2-e izd., per. i dop. [Statistics: in 2 parts. Part 2: textbook and workshop for academic undergraduate studies. V.S. Mkhitaryan (Ed.). 2nd edition, revised and enlarged]. M.: Yurait, 2018, 270 p. [in Russian].
Supplementary files
