Use this url to cite publication: https://hdl.handle.net/20.500.14911/211127
Makroekonominių rodiklių trumpalaikis prognozavimas
Publication Type (CRIS)
Straipsnis nerecenzuojamoje Lietuvos konferencijos medžiagoje / Article in non-peer-reviewed Lithuanian conference proceedings (P2c)
Publication Type (eLABa)
Straipsnis nerecenzuotame konferencijos darbų leidinyje / Article in an un-reviewed conference proceedings (P2)
Author(s)
Title
Makroekonominių rodiklių trumpalaikis prognozavimas
Giedrius Vilutis
Title in other language
Short-term forecasting of macroeconomic indicators
Is part of
Pirmosios respublikinės jaunųjų mokslininkų konferencijos Lietuva be mokslo - Lietuva be ateities, įvykusios Vilniuje 1998 m. rugsėjo 30 - spalio 2 d., medžiaga. 2 tomas. Fiziniai mokslai
Published In
| Year | Start Page | End Page |
|---|---|---|
1998 | 10 | 18 |
Publisher
Vilnius : Technika
Extent
p. 10-18
Science / Art Area
Gamtos mokslai / Natural Sciences (N)
Field of Science / Art
Matematika / Mathematics (N001)
Abstract (en)
The aim of this work was the application of time series analysis theory and SAS software to select and realize forecasting methodic of Lithuanian monetary, inflation, interest rates and foreign trade indicators and estimate errors of forecast. Trends and seasonal indices of main economic indicators where estimated. The models of trends were mainly linear but for CPI (consumer price index) and interest rates were used non-linear models. For estimation of seasonal index simple add-up method and procedure X11 were applied. The random fluctuations of indicators were circumscribed using ARIMA models. Applied one-year-ahead forecast confirmed the expediency of autoregressive models for Lithuanian economics research.
Resource Type (COAR)
TextConference outputConference proceedingsConference paper
Language
Lietuvių / Lithuanian (lt)
Country
Lietuva / Lithuania (LT)
Owning collection
eLABa ID
210071871