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

Kód výsledku v IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F63468352%3A_____%2F11%3A%230000131" target="_blank" >RIV/63468352:_____/11:#0000131 - isvavai.cz</a>
Výsledek na webu
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Jazyk výsledku
angličtina
Název v původním jazyce
COMPARISON OF AN ARMA MODEL VS. OF SVM AND CAUSAL MODELS APPLIED TO WAGES TIME SERIES MODELING AND FORECASTING
Popis výsledku v původním jazyce
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.
Název v anglickém jazyce
COMPARISON OF AN ARMA MODEL VS. OF SVM AND CAUSAL MODELS APPLIED TO WAGES TIME SERIES MODELING AND FORECASTING
Popis výsledku anglicky
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.

Rok uplatnění
2011
Kód důvěrnosti údajů
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

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