Статистика и экономика (Aug 2016)

MODELING CYCLES IN ECONOMETRIC MODELS

  • Anatoly B. Yusov,
  • Antonina A. Kasatkina

DOI
https://doi.org/10.21686/2500-3925-2015-1-176-178
Journal volume & issue
Vol. 0, no. 1
pp. 176 – 178

Abstract

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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.

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