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Determination of the nature of growth of the main trends of time series in small quantity of observations

Author

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  • Poutko, Boris

    (All-Russian State Distance-Learning Institute of Finance and Economics (ARDLIFE), Moscow)

Abstract

The problem of determining the nature of growth in the short time series (an alternative choice between linear and exponential trend). We propose a simple criterion for selection. The result can be used, including in medicine, in particular, the interpretation of dynamics in the tumor marker

Suggested Citation

  • Poutko, Boris, 2011. "Determination of the nature of growth of the main trends of time series in small quantity of observations," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 22(2), pages 93-97.
  • Handle: RePEc:ris:apltrx:0076
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    Citations

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    Cited by:

    1. Poutko, Boris & Fedorova, Natalya, 2012. "Interval estimation of the parameter of the exponential growth in the short time series: Dynamics of the tumor marker," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 25(1), pages 115-121.

    More about this item

    Keywords

    linear trend; exponential trend; LS-estimate; heteroscedasticity; critical value; tumor marker;
    All these keywords.

    JEL classification:

    • C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
    • C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques

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