WHY IT IS IMPORTANT TO HIGHLIGHT THE CHAOTIC BEHAVIOUR OF TIME SERIES

Ciobanu Dumitru
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Ciobanu Dumitru: UNIVERSITY OF CRAIOVA

Annals - Economy Series, 2012, vol. 4II, 108-117

Abstract: Chaos Theory says that many apparently random data are, in fact, the results of deterministic process, and try to find the underlying order from data. Determining if a process is or not chaotic may supply valuable information about how to deal with that process. Because there is no single test that completely identifies chaos, is better to perform many tests that provide indices of chaos. I applied more tests on the exchange rate EUR-LEU and I found evidences of chaos.

Keywords: Chaos tests; Time Series; Exchange rate. (search for similar items in EconPapers)
Date: 2012
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