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Chaotic Analysis of the United Kingdom GDP Growth Rate Time Series

The result's identifiers

  • Result code in IS VaVaI

    <a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F68407700%3A21230%2F13%3A00212680" target="_blank" >RIV/68407700:21230/13:00212680 - isvavai.cz</a>

  • Result on the web

    <a href="http://www.vedeckekonference.cz/library/proceedings/quaere_2013.pdf" target="_blank" >http://www.vedeckekonference.cz/library/proceedings/quaere_2013.pdf</a>

  • DOI - Digital Object Identifier

Alternative languages

  • Result language

    angličtina

  • Original language name

    Chaotic Analysis of the United Kingdom GDP Growth Rate Time Series

  • Original language description

    The goal of this paper is to analyze the United Kingdom Gross domestic product (GDP) and to find chaos in the UK GDP. We chose the United Kingdom where data is available since 1955, because we needed the longest time series possible. At first we will estimate the time delay and the embedding dimension, which is needed for the Lyapunov exponent estimation and for the phase space reconstruction. Subsequently we will compute the largest Lyapunov exponent, which is one of the important indicators of chaos.Finally we will calculate the 0-1 test for chaos. The results indicated that chaotic behaviors obviously exist in GDP.

  • Czech name

  • Czech description

Classification

  • Type

    D - Article in proceedings

  • CEP classification

    AH - Economics

  • OECD FORD branch

Result continuities

  • Project

  • Continuities

    I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace

Others

  • Publication year

    2013

  • Confidentiality

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

Data specific for result type

  • Article name in the collection

    QUAERE 2013

  • ISBN

    978-80-905243-7-8

  • ISSN

  • e-ISSN

  • Number of pages

    8

  • Pages from-to

    939-946

  • Publisher name

    Magnanimitas

  • Place of publication

    Hradec Králové

  • Event location

    Hradec Králové

  • Event date

    May 20, 2013

  • Type of event by nationality

    EUR - Evropská akce

  • UT code for WoS article