Systems of Linear Simultaneous Equations: Requirements to the Models and Methods of Analysis of Their Fulfillment

Student: Bakiev Marat

Educational Programme: Bachelor

Year of Graduation: 2014

<p>We consider the problem of forecasting in systems of linear simultaneous equations. Recognizing that its solution is tricky in general case, we proceed to VAR models. The key feature of this paper is that we move away from the concept of stationarity of time series. Our assertion is that not all estimations within the confidence area may be equivalent. We describe methods of getting better estimations in the case of finite and asymptotic forecasting using, among other things, connection between eigenvalue differential and differentials of elements of the matrix. Proposed method is numerical, that is why we have written the programming code, that solves the problem that was considered.</p>

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