On the problems of statistical estimation of economical models

E. M. Spiridonova

Yaroslavl State University

Abstract: The problem of autocorrelation often arising in regression equations, constructed according to time series, is considered. We explain the possible reasons of its occurrence in the economical models and characterize the consequences of autocorrelation and methods of its detection and elimination. We offer the method of coefficient recalculation for dynamic models without special statistical software.

UDC: 519.246.85+330.43

Received: 13.03.2008