INTERVAL PREDICTIONS BUILDING OF ENDOGENOUS VARIABLES OF ONE ECONOMETRIC MODEL
The econometric model of interconnection between the indicators of stabilization processes in Economics in Russia is worked out. The structural and reduced forms of the model are obtained. Projected values of exogenous variables with the help of ARIMA-model have been calculated. Interval predictions of endogenous variables are built.
Keywords: econometric model, simultaneous equation system, index of stabilization processes,
forecasting, interval prediction.
Elena I. Sukhanova, candidate of Economics, Professor; Svetlana Yu. Shirnaeva, senior lecturer. Samara State University of Economics.