Comparative Analysis of Dynamics of Time Series

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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Bibliographic Details
Main Authors: Vladimir Nikolaevich Naumov, Sergey Aleksandrovich Burov
Format: article
Language:EN
RU
Published: North-West institute of management of the Russian Presidential Academy of National Economy and Public Administration 2018
Subjects:
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
Online Access:https://doaj.org/article/a46fbc59cb294ce1bec5b359b1fe56fe
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