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Information × Registration Number 0203U006461, 0102U003994 , R & D reports Title Development of Forecasting Methodology of the Main Macroeconomic Indicators and Analysis of Economic Conditions. popup.stage_title Head M. Pugachova, Registration Date 22-05-2003 Organization Research Institute of Statistics of the State Statistics Committee of Ukraine popup.description2 The elaboration and implementation of the adaptive models providing for seasonality and various-type trends, are a strong instrument of enhancing the effectiveness of economic index forecasting system. During Q1-Q4, 2002 the adaptive algorithms of short term forecasting were worked out and the model alternatives were suggested basing upon the general description of adaptive models. In order for the proposed algorithms to be tested on the dynamic series of the major macro economic indicators, and in order for the results to be analyzed, the scheduled implementation of the adaptive short term forecasting models has been carried out. We have made forecasts of the GDP and of some major macro economic indices for Q1 and Q2, 2002, and compared the forecasts. As it turned out, one of the aspects of expanding the field of application of the developed dialogue system while using the survey and the official statistics data, is the elaboration of the combined short term forecasting algorithms in case of alignedand non-aligned statistical data. In order that this task should be solved, there have been developed the dispersion-covariation method of forecast combining, the regression method of forecast combining, and the choice of forecast combining scheme and the estimation of the accuracy of the combined forecast have been substantiated. In the context of the present task there have been suggested the algorithm of calculating the fractiles of Student distribution, the algorithm of calculating the fractiles of Snedekor-Fisher distribution, determining the spectrum of symmetrical matrix by Jakobi rotation method and the general algorithm of combining forecasts has been worked out. The final stage of work consisted in experimental modeling and forecasting of the GDP and other macro economic indices with the use of the developed dialogue system, and in analyzing of the results achieved. The results of the R&D are introduced in the information technologies of statistical data procession in the Department of National Accounts of State Committee of Statistics of Ukraine.5635 Product Description popup.authors popup.nrat_date 2020-04-02 Close