Analysis of time series and forecasting. Sadovnikova N.A., Shmeilova R.A.

The theoretical and methodological aspects of modeling socio-economic phenomena and processes are considered. The characteristic of the time rows is given. The features of statistical analysis of one -dimensional time series are shown. Models of periodic vibrations and coherent time rows are described. Particular attention is paid to the forecasting of socio-economic phenomena and processes: describing the methods of forecast extrapolation, types of forecasting, evaluation and reliability of forecasts. The textbook is supplemented by a list of terms, tasks for independent work and applications with reference information.

for students of economic specialties of higher educational institutions. It can be useful to graduate students, teachers and practitioners involved in the application of methods of statistical analysis and forecasting in the economy and social sphere.