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Bulletin of the MRSU / Section "Economy" / 2012 № 2.

 

Protasov J.M.

MACROECONOMIC INDICATORS RELATIONSHIP MODELING BYMEANS OF CORRELATION-REGRESSION ANALYSIS // Bulletin of the Moscow Regional State University (electronic journal) [Bulletin of the Moscow Regional State University (electronic journal)]. 2012. no. 2. pp. 177-181.


UDC Index: 338.24.01

Date of publication:

The full text of the article

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Abstract


This article considers the construction of a multiple regression equation which helps modelling the time variation of macroeconomic indicators. At the same time the peculiarity of correlating time series is taken into account: the unilaterality of the trends makes possible to rich the highest possible values of the coefficient of correlation between their levels, even when they are independent. The resulting equation makes it possible to predict the value of the gross domestic product (GDP). The forecast of the interval estimates of Germany's GDP till 2015 are taken as an example.

Key words


Time series, equation of multiple regression, multicollinearity, autocorrelation, correlation matrix, significance of regression coefficients, forecast of GDP

List of references


1. Gusev A.N. Dolgosrochnoe prognozirovanie parametrov jekonomik Rossii i Germanii // Vestnik Moskovskogo oblastnogo gosudarstvennogo universiteta. - Serija "Jekonomika". - 2011. № 1.
2. Efimova M.R., Ganchenko O.I., Petrova E.V. Praktikum po obwej teorii statistiki: Ucheb. posobie. - M.: Finansy i statistika, 2004.
3. Teorija statistiki: Uchebnik / Pod red. prof. L.G. Gromyko. - M.: INFRA-M, 2006.
4. Jekonometrika: Uchebnik / Pod red. I I. Eliseevoj. - M.: Finansy i statistika, 2002.
5. UNECE Statistical Database. http://w3.unece.org/pxweb (data obrawenija 12.03.12).

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