COMPARISON OF AN ARMA MODEL VS. OF SVM AND CAUSAL MODELS APPLIED TO WAGES TIME SERIES MODELING AND FORECASTING

Result code in IS VaVaI

RIV/63468352:_____/11:#0000131 - isvavai.cz

Result on the web

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DOI - Digital Object Identifier

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Result language

angličtina

Original language name

COMPARISON OF AN ARMA MODEL VS. OF SVM AND CAUSAL MODELS APPLIED TO WAGES TIME SERIES MODELING AND FORECASTING

Original language description

We investigate the quantifying of statistical and econometric structural model parameters of average nominal wages in Slovak economy. SVM´s modelling approaches are used for automated specification of a functional form of the model. We provide the fit ofaverage nominal wages models based on Box-Jenkins methodology and a causal model to the quarterly data over the period 1991-2006 in the Slovak Republic. We use this model as a tool to compare its approximation and forecasting abilities with those obtained using SV regression´s method.

Czech name

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Czech description

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Type

O - Miscellaneous

CEP classification

IN - Informatics

OECD FORD branch

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Project

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Continuities

V - Vyzkumna aktivita podporovana z jinych verejnych zdroju

Publication year

2011

Confidentiality

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů