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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.

Alla Yurievna Trusova

Samara National Research University



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Copyright (c) 2018 Евгения Николаевна Барышева, Алла Юрьевна Трусова

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