Confidence Regions in Econometrics of Complex Variables
Journal Title: Бізнес Інформ - Year 2013, Vol 8, Issue 0
Abstract
The article is a result of a complex study devoted to laying the foundation of the complex-valued economy - modern prospective direction in the field of socio-economic forecasting. The article is devoted to the issues of obtaining interval estimates for complex-valued linear regression equations. The author substantiates selection of the form of confidence regions and also considers three approaches to its building up. On the basis of the study, the article draws a conclusion that practically all factual values of the observed variable are inside the confidence region, calculated for confidence probability 95%. This testifies to a good selection of the model to the original data and effectiveness of the method of finding confidence regions offered in this article.
Authors and Affiliations
Amina Chanysheva
Keywords
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