Comparative Analysis of Dynamics of Time Series

Authors

  • Vladimir Nikolaevich Naumov Российская академия народного хозяйства и государственной службы при Президенте РФ , The Russian Presidential Academy Of National Economy And Public Administration Автор
  • Sergey Aleksandrovich Burov Военный учебно-научный центр ВМФ , Military Educational-and-Research Centre Naval Academy Автор

Keywords:

time series, exchange rates, regression model, STATISTICAL hypothesis testing, error of the first kind, stationary time series, t-Test, Lyuing-Boxing criterion

Abstract

The article discusses the means of comparative analysis of the dynamics of multiple time series on the example of the major currencies in their relation to the ruble. The results of this analysis for different time periods.

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References

Курзенев В. А., Клебанова Т. С., Наумов В. Н., Гурьянова Л. С. Методы и модели прогнозирования социально-экономических процессов. СПб.: Изд. СЗИУ РАНХиГС, 2012.564 c.

Айвазян С. А. Прикладная статистика. Основы эконометрики. Т. 2. М.: ЮНИТИ, 2001. 432 с.

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Published

2015-03-15

Issue

No. 2 (2015)

Section

Articles

How to Cite

Naumov V.N., Burov S.A. Comparative Analysis of Dynamics of Time Series // Administrative Consulting. 2015. no. 2. P. 55–64.