Comparative Analysis of Dynamics of Time Series
The article discusses the means of comparative analysis of the dynamics of multiple time series on the example of the major currencies in their relation to the ruble. The results of this analysis for different time periods.
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
North-West institute of management of the Russian Presidential Academy of National Economy and Public Administration
2018-04-01
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| Series: | Управленческое консультирование |
| Subjects: | |
| Online Access: | https://www.acjournal.ru/jour/article/view/24 |
| _version_ | 1797290914695086080 |
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| author | Vladimir Nikolaevich Naumov Sergey Aleksandrovich Burov |
| author_facet | Vladimir Nikolaevich Naumov Sergey Aleksandrovich Burov |
| author_sort | Vladimir Nikolaevich Naumov |
| collection | DOAJ |
| description | The article discusses the means of comparative analysis of the dynamics of multiple time series on the example of the major currencies in their relation to the ruble. The results of this analysis for different time periods. |
| first_indexed | 2024-03-07T19:28:10Z |
| format | Article |
| id | doaj.art-a46fbc59cb294ce1bec5b359b1fe56fe |
| institution | Directory Open Access Journal |
| issn | 1726-1139 1816-8590 |
| language | English |
| last_indexed | 2024-03-07T19:28:10Z |
| publishDate | 2018-04-01 |
| publisher | North-West institute of management of the Russian Presidential Academy of National Economy and Public Administration |
| record_format | Article |
| series | Управленческое консультирование |
| spelling | doaj.art-a46fbc59cb294ce1bec5b359b1fe56fe2024-02-29T09:36:03ZengNorth-West institute of management of the Russian Presidential Academy of National Economy and Public AdministrationУправленческое консультирование1726-11391816-85902018-04-0102556424Comparative Analysis of Dynamics of Time SeriesVladimir Nikolaevich Naumov0Sergey Aleksandrovich Burov1North-West Institute of Management - branch of the Russian Presidential Academy of National Economy and Public AdministrationMilitary Educational-and-Research Centre Naval AcademyThe article discusses the means of comparative analysis of the dynamics of multiple time series on the example of the major currencies in their relation to the ruble. The results of this analysis for different time periods.https://www.acjournal.ru/jour/article/view/24time seriesexchange ratesregression modelstatistical hypothesis testingt-testthe error of the first kindstationary time serieslyuing-boxing criterion |
| spellingShingle | Vladimir Nikolaevich Naumov Sergey Aleksandrovich Burov Comparative Analysis of Dynamics of Time Series Управленческое консультирование time series exchange rates regression model statistical hypothesis testing t-test the error of the first kind stationary time series lyuing-boxing criterion |
| title | Comparative Analysis of Dynamics of Time Series |
| title_full | Comparative Analysis of Dynamics of Time Series |
| title_fullStr | Comparative Analysis of Dynamics of Time Series |
| title_full_unstemmed | Comparative Analysis of Dynamics of Time Series |
| title_short | Comparative Analysis of Dynamics of Time Series |
| title_sort | comparative analysis of dynamics of time series |
| topic | time series exchange rates regression model statistical hypothesis testing t-test the error of the first kind stationary time series lyuing-boxing criterion |
| url | https://www.acjournal.ru/jour/article/view/24 |
| work_keys_str_mv | AT vladimirnikolaevichnaumov comparativeanalysisofdynamicsoftimeseries AT sergeyaleksandrovichburov comparativeanalysisofdynamicsoftimeseries |