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
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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
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Czech description
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Classification
Type
D - Article in proceedings
CEP classification
AH - Economics
OECD FORD branch
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Result continuities
Project
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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
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e-ISSN
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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
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