MODELING AND ANALYSIS OF DYNAMIC DATA
- Authors: Trusova A.Y.1, Ilyina A.I.1
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Affiliations:
- the Dept. of Mathematics and Business Informatics, Samara State University, Samara, 443011, Russian Federation.
- Issue: Vol 4, No 7 (2013)
- Pages: 127-133
- Section: MATHEMATICAL AND INSTRUMENTAL METHODS OF ECONOMICS
- URL: https://journals.ssau.ru/eco/article/view/5373
- DOI: https://doi.org/10.18287/2542-0461-2013-0-7-127-133
- ID: 5373
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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.
Keywords
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
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