Forecasting based on econometric models (time series analysis)
The problem of studying the relationship of economic indicators in economic analysis. Construction of an econometric model of the ratio of the exchange rate of tenge to the ruble and the possibility of using it to forecast real economic processes.
| Рубрика | Экономико-математическое моделирование |
| Предмет | Economic modeling |
| Вид | статья |
| Язык | английский |
| Прислал(а) | A.N. Sakhanova |
| Дата добавления | 23.06.2020 |
| Размер файла | 412,3 K |
Отправить свою хорошую работу в базу знаний просто. Используйте форму, расположенную ниже
Студенты, аспиранты, молодые ученые, использующие базу знаний в своей учебе и работе, будут вам очень благодарны.
Подобные документы
Процесс построения и анализа эконометрической модели в пакете Econometric Views. Составление, расчет и анализ существующей проблемы. Проверка адекватности модели реальной ситуации на числовых данных в среде Eviews. Построение регрессионного уравнения.
курсовая работа [1,3 M], добавлен 17.02.2014Mathematical model of the grinding grating bending process under the action of a meat product load parabolically decreasing along the radius. Determination of the deflection of a knife blade under the action of a parabolic load of the food medium.
статья [1,3 M], добавлен 20.10.2022Исследование изменения во времени курса акций British Petroleum средствами эконометрического моделирования с целью дальнейшего прогноза с использованием компьютерных программ MS Excel и Econometric Views. Выбор оптимальной модели дисперсии ошибки.
курсовая работа [1,2 M], добавлен 14.06.2011Анализ временных рядов с помощью статистического пакета "Minitab". Механизм изменения уровней ряда. Trend Analysis – анализ линии тренда с аппроксимирующими кривыми (линейная, квадратическая, экспоненциальная, логистическая). Декомпозиция временного ряда.
методичка [1,2 M], добавлен 21.01.2011Модель оценки долгосрочных активов (Capital Asset Pricing Model, САРМ). Оценка доходности и риска на основе исторических данных. Выбор оптимального портфеля из рискованных активов. Риск и неопределенность денежных потоков. Расчет бета-коэффициента.
презентация [104,1 K], добавлен 30.07.2013Мета кластерного аналізу: поняття, алгоритм, завдання. Головні особливості процедури Мак-Кіна. Графік середніх значень за трьома кластерами. Метод К-методів, переваги та недоліки використання. Поняття про сіткові алгоритми кластеризації (grid-based).
реферат [238,3 K], добавлен 27.05.2013Solving the problem of non-stationary time series. Estimating nominal exchange rate volatility ruble/dollar by using autoregressive model with distributed lags. Constructing regressions. Determination of causality between aggregate export and volatility.
курсовая работа [517,2 K], добавлен 03.09.2016General characteristic of the LLC DTEK Zuevskaya TPP and its main function. The history of appearance and development of the company. Characteristics of the organizational management structure. Analysis of financial and economic performance indicators.
отчет по практике [4,2 M], добавлен 22.05.2015Directions of activity of enterprise. The organizational structure of the management. Valuation of fixed and current assets. Analysis of the structure of costs and business income. Proposals to improve the financial and economic situation of the company.
курсовая работа [1,3 M], добавлен 29.10.2014Prospects for reformation of economic and legal mechanisms of subsoil use in Ukraine. Application of cyclically oriented forecasting: modern approaches to business management. Preconditions and perspectives of Ukrainian energy market development.
статья [770,0 K], добавлен 26.05.2015The major structural elements of economic safety of a national economy branches. The structural analysis of economic activity. Share of wages in ВВП, of productivity of Russia and western countries. The essence of the economic taxes and their purpose.
статья [166,3 K], добавлен 12.04.2012Analysis of the role and the region's place in the economic sector of the country. The model of rational territorial organization of the economy in Ukraine. The structure of the anthropogenic pressure in the region. Biosphere organization environment.
топик [18,6 K], добавлен 16.02.2016Economic system. List by hands-on and hands-off. Types of economic systems. Market economy. Mixed economy. Planned economy. Traditional economy. Participatory economics. Changes of an economic situation in Russia. Recent economic developments.
реферат [15,0 K], добавлен 27.05.2007The economic benefits to the recipient countries by providing capital, foreign exchange. The question of potential causality between foreign debt and domestic savings in the context of the Kyrgyz Republic. The problem of tracking new private businesses.
реферат [26,7 K], добавлен 28.01.2014The essence of economic efficiency and its features determination in grain farming. Methodology basis of analysis and efficiency of grain. Production resources management and use. Dynamics of grain production. The financial condition of the enterprise.
курсовая работа [70,0 K], добавлен 02.07.2011Economic growth and potential of economic system. The main problems of productive forces in Ukraine. Modern approaches to productivity. Productivity growth in industries. Improvements in infrastructure quality Support of employment of the population.
курсовая работа [15,3 K], добавлен 09.05.2011Stereotypes that influence on economic relations between the European Union countries and Russia. Consequences of influence of stereotypes on economic relations between EU and Russia. Results of first attempts solving problem. General conclusion.
реферат [19,0 K], добавлен 19.11.2007Characteristic of growth and development of Brazil and Russian Federation. Dynamics of growth and development. Gross value added by economic activity. Brazilian export of primary and manufactured goods. Export structure. Consumption side of GDP structure.
реферат [778,3 K], добавлен 20.09.2012History of money and barter. Medium for exchange. The first coins. The first European currencies. Single currencies in history. 20th century currencies in Europe, economic characteristics. Medium of exchange, unit of account, commodity money, liquidity.
реферат [31,4 K], добавлен 12.10.2011The first European currencies. Economic characteristics medium of exchange. The role of money in the society. Weakness of money in term of social measurement system. Money мarket fund price level. Japan direct investment in China. Returns of savings.
реферат [885,4 K], добавлен 12.12.2011
