AUTOMATED PROCEDURE FOR STATISTICAL ANALYSIS OF THE INTERNAL REGULARITIES IN THE TIME SERIES

Evgeni Ovchinnikov

Abstract: The identification and the quantification of the internal regularities in the time series could be accomplished by applying the coefficient of autodetermination. In the current paper I present an automated procedure for its estimation. The procedure is developed as a web application and it is tested on the grounds of time series for the economic development of Bulgaria for the period 2000 - 2018. I supply an evaluation of the strength and the structure of the regularities in the dynamics of selected indicators characterizing the economic conjuncture in the sectors industry, construction, retail and services.

Keywords: coefficient of autodetermination, web application, short-term business statistics

Date published: 2020-06-17