Vestnik Samarskogo universiteta. Ekonomika i upravlenie Vestnik of Samara University. Economics and ManagementVestnik Samarskogo universiteta. Ekonomika i upravlenie Vestnik of Samara University. Economics and Management2542-04612782-3008Samara National Research University661510.18287/2542-0461-2018-9-2-%pUnknownFORECAST OF DYNAMIC INDICATORS BY ADAPTIVE FORECASTING METHODOLOGYBaryshevaEvgeniya Nikolaevnalioner97@mail.ruTrusovaAlla Yurievnalioner97@mail.ruSamara National Research University01022018921505201915052019Copyright © 2018,2018<p>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.</p>биржевые операцииретропрогнозадаптивные моделиавторегрессиямодель Бокса – Дженкинса.exchange operationsretroprognosisadaptive modelsautoregressionBox – Jenkins model.[1. 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].][2. Degtyareva O.I. Birzhevoe delo: uchebnik [Exchange business: textbook]. M.: Magistr, 2010, 624 p. [in Russian].][3. Eliseeva I.I. Ekonometrika: uchebnik. Pod red. I.I. Eliseevoi [Econometrics: textbook. I.I. Eliseeva (Ed.)]. M.: Yurait, 2018, 449 p. [in Russian].][4. 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].]