Option for Predicting The Czech Republic's Foreign Trade Time Series as Components in Gross Domestic Product

• Autorzy: Luboš Marek , Stanislava Hronová , Richard Hindis
• Języki publikacji: EN

Abstrakty

EN

This paper analyses the time series observed for the foreign trade of the Czech Republic (CR) and predictions in such series with the aid of the SARIMA and transfer-function models. Our goal is to find models suitable for describing the time series of the exports and imports of goods and services from/to the CR and to subsequently use these models for predictions in quarterly estimates of the gross domestic product (GDP) component resources and utilization. As a result we get suitable models with a time lag, and predictions in the time series of the CR exports and imports several months ahead. (original abstract)

Słowa kluczowe

EN

SARIMA models; Import; Export; Exchange rates; Gross domestic product (GDP)

PL

Modele SARIMA; Import; Eksport; Kurs walutowy; Produkt krajowy brutto (PKB)

• Czasopismo: Statistics in Transition
• Rocznik: 2017
• Tom: 18
• Numer: nr 3
• Strony: 481--500

Twórcy

autor

Luboš Marek

• University of Economics, Prague, Czech Republic

autor

Stanislava Hronová

• University of Economics, Prague, Czech Republic

autor

Richard Hindis

• University of Economics, Prague, Czech Republic

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