Econometric Modeling of GDP Time Series
AbstractArticle aims of time series econometric model of macroeconomic variable GDP in the US economy. Because that is a nonstationary time series, there are used several statistical tests in order to turn into a stationary series. After applying these tests, the time series became stationary and integrated of order I; thus, we use Box-Jenkins procedure for the determination of ARMA. We estimate by OLS the parameters of various models. Performances chosen ARIMA model (1,1,1) are verified on the basis of classical statistical tests and forecasting.
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Bibliographic InfoArticle provided by Asociatia Generala a Economistilor din Romania - AGER in its journal Theoretical and Applied Economics.
Volume (Year): XVIII(2011) (2011)
Issue (Month): 10(563) (October)
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stationary time series; nonstationary time series; statistical tests.;
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