MODELING CYCLES IN ECONOMETRIC MODELS

Abstract

The paper describes the author’s algorithm for finding the cyclical components.All time series consist of 4 components,namely trend, seasonal, cyclic and residual component. In the domestic literaturedescribes only to find the trend, seasonal and residual components. And findingcyclic components is similar to findingseasonal. The author believes that the algorithm for finding the seasonal andcyclical cannot be the same.

Keywords

• временные ряды
• социально-экономические модели
• статистика
• эконометрика
• прогно зирование временных рядов
• time series
• socio-economic models
• statistics
• econometrics
• time series forecasting