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Econometric Modeling of GDP Time Series


  • Elena-Adriana ANDREI

    (Bucharest Academy of Economic Studies)

  • Elena BUGUDUI

    (“Artifex” University of Bucharest)


Article 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.

Suggested Citation

  • Elena-Adriana ANDREI & Elena BUGUDUI, 2011. "Econometric Modeling of GDP Time Series," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania - AGER, vol. 0(10(563)), pages 91-98, October.
  • Handle: RePEc:agr:journl:v:10(563):y:2011:i:10(563):p:91-98

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