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USE OF THE TREND-FACTOR MODEL TO IMPROVE THE ACCURACY FORECASTS
- Source :
- Статистика и экономика, Vol 0, Iss 3, Pp 200-203 (2016)
- Publication Year :
- 2016
- Publisher :
- Plekhanov Russian University of Economics, 2016.
-
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.
Details
- Language :
- Russian
- ISSN :
- 25003925
- Issue :
- 3
- Database :
- Directory of Open Access Journals
- Journal :
- Статистика и экономика
- Publication Type :
- Academic Journal
- Accession number :
- edsdoj.977f0fc3cf9418d8c8d073434e9dd74
- Document Type :
- article
- Full Text :
- https://doi.org/10.21686/2500-3925-2015-3-200-203