The problems of identification and adequacy of statistical models

Дата публикации: 19.04.2018

The problems of identification and adequacy of statistical models

Sadovnikova N.A.
Аннотация: The theoretical aspects of the choice of the form of the coupling equation are considered. The main tasks and conditions for the identification of statistical models are formulated. The causes of occurrence, ways of detection and ways of elimination of autocorrelation in the levels of time series are determined. The causes of occurrence, ways of revealing and elimination of multicollinearity between the signs describing socio-economic phenomena and processes.
Ключевые слова: autocorrelation, hypothesis, identification, model, multicollinearity.
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