Statistics Journal - volume 3- 4/2010
... y time series. We show how to compute the coefficient on the base of the ACF of the time series. Additionally we apply difference filter and derive the formula for estimation of the autodetermination coefficient for non-stationary time series. The empirical part of the paper consists of estimation of the autodetermination coefficient for four time series that characterize the social and economic development of Bulgaria: gross domestic product, employment, consumer price index and male birth per 1000 female births. We show that the price indexes can be modeled better than the others and that prices and employment can be forecasted with higher accuracy than gross domestic product. • Synonymous solutions from the index factor analysis for homogeneous and heterogeneous production – author Emil Hristov, Ph.D. in economics, Senior research associate I degree. This article presents synonymous solutions from the index factor analysis for homogeneous and heterogeneous production. The solutions are derived ...
