THE GENERAL SCHEME FOR DETERMINING THE PARAMETERS OF THE ARIMA MODEL IN ECONOMIC FORECASTING

Dmitri TERZI Universitatea de Stat din Moldova

Авторы

  • USM ADMIN

Аннотация

In this paper we consider the time series that are determined under the conditions of invariance of the mutual distribution of the probability of observation as a condition for building the ARIMA model. The following are presented: a) general scheme for determining the parameters of the ARIMA model based on covariance between different time series with different lags; b) time series modeling programs for models testing; forecasting recommendations based on information from various examples. Keywords: ARIMA, time series, stationarity, forecast, covariance, autocorrelation and partial autocorrelation, general scheme, parameter determination and model testing.

Опубликован

2017-11-04

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