FORECASTING OF ECONOMIC DYNAMIC-SYSTEMS

被引：0

作者：

FKIRIN, MA ^{[1
]}

ALTURKI, IA ^{[1
]}

机构：

[1] KING FAISAL UNIV,DEPT ECON,AL HASA 31982,SAUDI ARABIA

来源：

INTERNATIONAL JOURNAL OF SYSTEMS SCIENCE | 1991年 / 22卷 / 12期

关键词：

D O I：

10.1080/00207729108910826

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

Forecasting by a dynamical model is an important tool in econometric control-system design. It could be applied for planning and using the resources. A recursive forecastor of a dynamic model is developed based on the bootstrap Kalman filtering algorithm. The performance of the proposed algorithm is compared with the conventional method used for forecasting econometric models. A dynamic model of agricultural gross domestic product in Saudi Arabia is used to illustrate the procedure.

引用

页码：2685 / 2689

页数：5

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