CHAOS TESTS FOR TIME SERIES

Dumitru Ciobanu
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Dumitru Ciobanu: University of Craiova Faculty of Economics and Business Administration

Annals of University of Craiova - Economic Sciences Series, 2012, vol. 2, issue 40, 159-166

Abstract: Chaos Theory aims to find the underlying order from apparently random data. Every economic process produce one or many time series. Determining if the process is or not chaotic may supply valuable information about how to deal with that process. There is no single test that identify chaos, so to say that a system is chaotic is better to perform more tests.

Keywords: Chaos tests; time series; Lyapunov Exponent; exchange rate (search for similar items in EconPapers)
JEL-codes: C02 C63 (search for similar items in EconPapers)
Date: 2012
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