BUSINESS INFORM №4-2012

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Section: Economic and Mathematical Modeling
Chernyak O. I., Khohlov V. V.
Model of Multidimensional Time Series with an Arbitrary Order of Autoregression (p. 31 - 34)
In the article the model of multidimensional time series with an arbitrary order of autoregression is proposed. It is found the estimates of model parameters and the procedure of determining the order autoregressive based on the criteria of accuracy of the forecast. The forecast of the six macroeconomic indicators of Ukrainian economy was obtained.
Keywords: autoregression, lagged dependence, stochastic factors
Bibl.: 6.

Chernyak Olexandr I. – Doctor of Science (Economics), professor, Head of the Department of Economic Cybernetics of Kyiv National University named after Taras Shevchenko
Khohlov Vladimir Vladimirovich – Candidate of Sciences (Engineering), Associate Professor, Department of, Sevastopol National Technical University (33 Unіversytetska Str., Sevastopol, 99053, Ukraine)

Article is written in Ukrainian
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Reference to this article:
Chernyak, Olexandr I., and Khohlov, Vladimir Vladimirovich. (2012) “Model of Multidimensional Time Series with an Arbitrary Order of Autoregression.” Business Inform 4:31–34.

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