STATISTICAL INVESTIGATION OF TIME SERIES RELATIONSHIPS


Lyubchich V.V.

The article focuses on the questions of statistical investigation of time series relationships. Methods of fluctuations synchronism analysis, cointegration and causality are presented in the article. Among which are advanced methods in modern science that are able to improve the quality of statistical researches.

Vyacheslav V. Lyubchich, a postgraduate student at Orenburg State University.


Download file (format pdf)»