MODELING CYCLES IN ECONOMETRIC MODELS

The paper describes the author’s algorithm for finding the cyclical components.All time series consist of 4 components,namely trend, seasonal, cyclic and residual component. In the domestic literaturedescribes only to find the trend, seasonal and residual components. And findingcyclic components is si...

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Bibliographic Details
Main Authors: Anatoly B. Yusov, Antonina A. Kasatkina
Format: Article
Language:Russian
Published: Plekhanov Russian University of Economics 2016-08-01
Series:Statistika i Èkonomika
Subjects:
Online Access:https://statecon.rea.ru/jour/article/view/665