Using the Autoregressive Model for the Economic Forecast during the Period 2014- 2018

Constantin Anghelache, Ioan Constantin Dima and Mãdãlina-Gabriela Anghel
Additional contact information
Constantin Anghelache: Bucharest University of Economic Studies, Artifex” University of Bucharest
Ioan Constantin Dima: Valachia University, Targoviste
Mãdãlina-Gabriela Anghel: “Artifex” University of Bucharest

Romanian Statistical Review Supplement, 2016, vol. 64, issue 1, 21-31

Abstract: The article is based on the analysis of the autoregressive model. The model will include in its structure a dependent variable represented by the macroeconomic indicator GDP, to be forecasted and as independent variable, granting an autoregressive character to our model, by including in the frame of the built up model of the autoregressive variable GDP (-1), namely the lag 1 of the variable GDP. Also considered as independent variables are the final consumption (FC) and the flow of direct foreign investments (DFI) both influencing the tendency of the evolution of the economic growth in our country.

Keywords: autoregressive model; indicators; GDP; correlation; forecast; representation (search for similar items in EconPapers)
Date: 2016
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (6)

Downloads: (external link)
http://www.revistadestatistica.ro/supliment/wp-con ... /RRS_01_2016_A03.pdf (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:rsr:supplm:v:64:y:2016:i:1:p:21-31

Access Statistics for this article

More articles in Romanian Statistical Review Supplement from Romanian Statistical Review Contact information at EDIRC.
Bibliographic data for series maintained by Adrian Visoiu ().