Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/219813 
Year of Publication: 
2016
Series/Report no.: 
Institute of Economic Research Working Papers No. 30/2016
Publisher: 
Institute of Economic Research (IER), Toruń
Abstract: 
The aim of this article is the prediction of GDP Polish and other selected European countries. For this purpose integrated into one algorithm econometric methods and wavelet analysis. Econometric methods and wavelet transform are combined goal of constructing a copyright model for predicting macroeconomic indicators. In the article, for estimating the macroeconomic indicators on the example of GDP proposed authorial algorithm that combines the following methods: a method trend creep method of alignment exponential and analysis multiresolution. Used econometric methods, this is a trend crawling and alignment exponential have been modified in several major stages. The aim of the merger of these methods is the construction of algorithm to predict short-term time series. In the copyright algorithm was applied wavelet continuous compactly supported. wavelet used Daubechies. The Daubechies wavelets, are a family of orthogonal wavelets and characterized by a maximal number of vanishing moments for some given support. With each wavelet type of this class, there is a scaling function which generates an orthogonal multiresolution analysis.
Subjects: 
prediction
wavelets
wavelet transform
JEL: 
F37
C13
G15
Creative Commons License: 
cc-by Logo
Document Type: 
Working Paper

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