SPECTRUM ANALYSIS METHOD FOR BUSINESS-CYCLE ISOLATION
This work deals with the analysis of the most frequent economic cycles in literature. The cycleisolation methodology on the basis of Fourier transform and spectrum analysis is suggested and represented as an algorithm that includes Levinson-Durbin iterative method for optimal power spectral density calculation. As an example short-and long-term cyclic components are isolated in "Lukoil" stock quotes movement.
Anastasia U. Sitnikova, posttgraduate student of Samara State Aerospace University.