Economics and management

TRANSFORMATION OF THE STATISTICAL APPROACH TO ALLOCATION OF DYNAMICS OF ECONOMIC CYCLES

Authors

V. Ya. Danylov
National Technical University of Ukraine «Kyiv Polytechnic Institute»
N. S. Hlukhova
National Technical University of Ukraine «Kyiv Polytechnic Institute»

Keywords

economic cycles trend ARIMA-model H-P-filters

Abstract

The major statistical approaches to the decomposition of economic time series and trend cycle component have been highlighted in the paper. There have been defined the basic disadvantages of empirical studies in Ukraine related to the neglecting of the characteristics of the trend in economic data. It deals with the problem of forecasting of economic processes using ARIMA-models. The recommendations on how to study time series of economic studies have been formed in the article.
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How to Cite

[1]
“TRANSFORMATION OF THE STATISTICAL APPROACH TO ALLOCATION OF DYNAMICS OF ECONOMIC CYCLES”, Вісник ВПІ, no. 5, pp. 63–68, Dec. 2015, Accessed: Oct. 07, 2026. Available: https://visnyk.vntu.edu.ua/index.php/visnyk/article/view/1828

Author Biographies

V. Ya. Danylov, National Technical University of Ukraine «Kyiv Polytechnic Institute»
Dr. Sc. (Eng.), Professor, Professor of the Chair of Mathematical Methods of System Analysis
N. S. Hlukhova, National Technical University of Ukraine «Kyiv Polytechnic Institute»
Student

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