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.

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Autores principales:	Vladimir Nikolaevich Naumov, Sergey Aleksandrovich Burov
Formato:	article
Lenguaje:	EN RU
Publicado:	North-West institute of management of the Russian Presidential Academy of National Economy and Public Administration 2018
Materias:	time series exchange rates regression model statistical hypothesis testing t-test the error of the first kind stationary time series lyuing-boxing criterion Political institutions and public administration (General) JF20-2112
Acceso en línea:	https://doaj.org/article/a46fbc59cb294ce1bec5b359b1fe56fe
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spelling	oai:doaj.org-article:a46fbc59cb294ce1bec5b359b1fe56fe2021-11-12T10:45:56ZComparative Analysis of Dynamics of Time Series1726-11391816-8590https://doaj.org/article/a46fbc59cb294ce1bec5b359b1fe56fe2018-04-01T00:00:00Zhttps://www.acjournal.ru/jour/article/view/24https://doaj.org/toc/1726-1139https://doaj.org/toc/1816-8590The 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.Vladimir Nikolaevich NaumovSergey Aleksandrovich BurovNorth-West institute of management of the Russian Presidential Academy of National Economy and Public Administration articletime seriesexchange ratesregression modelstatistical hypothesis testingt-testthe error of the first kindstationary time serieslyuing-boxing criterionPolitical institutions and public administration (General)JF20-2112ENRUУправленческое консультирование, Vol 0, Iss 2, Pp 55-64 (2018)
institution	DOAJ
collection	DOAJ
language	EN RU
topic	time series exchange rates regression model statistical hypothesis testing t-test the error of the first kind stationary time series lyuing-boxing criterion Political institutions and public administration (General) JF20-2112
spellingShingle	time series exchange rates regression model statistical hypothesis testing t-test the error of the first kind stationary time series lyuing-boxing criterion Political institutions and public administration (General) JF20-2112 Vladimir Nikolaevich Naumov Sergey Aleksandrovich Burov Comparative Analysis of Dynamics of Time Series
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.
format	article
author	Vladimir Nikolaevich Naumov Sergey Aleksandrovich Burov
author_facet	Vladimir Nikolaevich Naumov Sergey Aleksandrovich Burov
author_sort	Vladimir Nikolaevich Naumov
title	Comparative Analysis of Dynamics of Time Series
title_short	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_sort	comparative analysis of dynamics of time series
publisher	North-West institute of management of the Russian Presidential Academy of National Economy and Public Administration
publishDate	2018
url	https://doaj.org/article/a46fbc59cb294ce1bec5b359b1fe56fe
work_keys_str_mv	AT vladimirnikolaevichnaumov comparativeanalysisofdynamicsoftimeseries AT sergeyaleksandrovichburov comparativeanalysisofdynamicsoftimeseries
_version_	1718430950005669888

Comparative Analysis of Dynamics of Time Series

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