USE OF THE TREND-FACTOR MODEL TO IMPROVE THE ACCURACY FORECASTS
https://doi.org/10.21686/2500-3925-2015-3-200-203
Abstract
In this paper we propose a method toimprove the accuracy of the trend-factormodel on the assumption that the increasein endogenous variable-screens dependnot only on time but also deviations fromtheir trend of exogenous variables, provedby the corresponding formulas that reflect the structure of the dispersion, these remnants of the trend-factor model.
About the Authors
Irina V. Orlova
Financial University under the Government of the Russian Federation
Russian Federation
Russian Federation
Viktor B. Turundaevsky
Moscow State University of Economics, Statistics and Informatics (MESI)
Russian Federation
Russian Federation
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Review
For citations:
Orlova I.V., Turundaevsky V.B. USE OF THE TREND-FACTOR MODEL TO IMPROVE THE ACCURACY FORECASTS. Statistics and Economics. 2015;(3):200-203. (In Russ.) https://doi.org/10.21686/2500-3925-2015-3-200-203
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