MODELING CYCLES IN ECONOMETRIC MODELS
https://doi.org/10.21686/2500-3925-2015-1-176-178
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.
About the Authors
Anatoly B. Yusov
Russian Academy of national economy and state service under the Presidentof the Russian Federation
Russian Federation
Russian Federation
Antonina A. Kasatkina
Russian Academy of national economy and state service under the Presidentof the Russian Federation
Russian Federation
Russian Federation
References
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Review
For citations:
Yusov A.B., Kasatkina A.A. MODELING CYCLES IN ECONOMETRIC MODELS. Statistics and Economics. 2015;(1):176-178. (In Russ.) https://doi.org/10.21686/2500-3925-2015-1-176-178
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