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...
| Main Authors: | , |
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| Format: | Article |
| Language: | Russian |
| Published: |
Plekhanov Russian University of Economics
2016-08-01
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| Series: | Statistika i Èkonomika |
| Subjects: | |
| Online Access: | https://statecon.rea.ru/jour/article/view/758 |