USE OF THE TREND-FACTOR MODEL TO IMPROVE THE ACCURACY FORECASTS

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...

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Main Authors:	Irina V. Orlova, Viktor B. Turundaevsky
Format:	Article
Language:	Russian
Published:	Plekhanov Russian University of Economics 2016-08-01
Series:	Statistika i Èkonomika
Subjects:	временные ряды тренд множественная регрессия блочные матрицы дисперсия остатков time series trend multipleregression block matrix the variance ofresiduals
Online Access:	https://statecon.rea.ru/jour/article/view/758

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spelling	doaj-d977f0fc3cf9418d8c8d073434e9dd742021-07-28T21:19:59ZrusPlekhanov Russian University of EconomicsStatistika i Èkonomika2500-39252016-08-010320020310.21686/2500-3925-2015-3-200-203757USE OF THE TREND-FACTOR MODEL TO IMPROVE THE ACCURACY FORECASTSIrina V. Orlova0Viktor B. Turundaevsky1Financial University under the Government of the Russian FederationMoscow State University of Economics, Statistics and Informatics (MESI)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.https://statecon.rea.ru/jour/article/view/758временные рядытрендмножественная регрессияблочные матрицыдисперсия остатковtime seriestrendmultipleregressionblock matrixthe variance ofresiduals
collection	DOAJ
language	Russian
format	Article
sources	DOAJ
author	Irina V. Orlova Viktor B. Turundaevsky
spellingShingle	Irina V. Orlova Viktor B. Turundaevsky USE OF THE TREND-FACTOR MODEL TO IMPROVE THE ACCURACY FORECASTS Statistika i Èkonomika временные ряды тренд множественная регрессия блочные матрицы дисперсия остатков time series trend multipleregression block matrix the variance ofresiduals
author_facet	Irina V. Orlova Viktor B. Turundaevsky
author_sort	Irina V. Orlova
title	USE OF THE TREND-FACTOR MODEL TO IMPROVE THE ACCURACY FORECASTS
title_short	USE OF THE TREND-FACTOR MODEL TO IMPROVE THE ACCURACY FORECASTS
title_full	USE OF THE TREND-FACTOR MODEL TO IMPROVE THE ACCURACY FORECASTS
title_fullStr	USE OF THE TREND-FACTOR MODEL TO IMPROVE THE ACCURACY FORECASTS
title_full_unstemmed	USE OF THE TREND-FACTOR MODEL TO IMPROVE THE ACCURACY FORECASTS
title_sort	use of the trend-factor model to improve the accuracy forecasts
publisher	Plekhanov Russian University of Economics
series	Statistika i Èkonomika
issn	2500-3925
publishDate	2016-08-01
description	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.
topic	временные ряды тренд множественная регрессия блочные матрицы дисперсия остатков time series trend multipleregression block matrix the variance ofresiduals
url	https://statecon.rea.ru/jour/article/view/758
work_keys_str_mv	AT irinavorlova useofthetrendfactormodeltoimprovetheaccuracyforecasts AT viktorbturundaevsky useofthetrendfactormodeltoimprovetheaccuracyforecasts
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USE OF THE TREND-FACTOR MODEL TO IMPROVE THE ACCURACY FORECASTS

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