System of econometric modelling and prediction - SEMP

 
  Purpose
  System of econometric modelling and prediction - SEMP 1.1.is intended for development
  and use of econometric models and includes the following basic sections: preliminary
  analysis of time lines (correlation and cross-correlation analysis, revealing of trends,
  "emissions" и "discords, algorithms of smoothing and filtration, Dicky-Fullests; forecasting
   on a basis of trend models (7 types of trends); methods of simple and seasonal
   exponential smoothings; analysis and forecasting of economic processes on the basis of
   model of multiple linear regression, including the one with linear restrictions on
   parameters; lag endogenous variables and autocorrelated errors; analysis and forecasting
   of economic parameters on the basis of systems of simultaneous equations for
   construction of which one, two, and three-step-by-step methods of the minimum squares
   are used, and robust approximated method.

  
Characteristics
System of econometric modelling and prediction - SEMP 1.1.is developed as an appendix for Microsoft Windows 95/NT 3.5 (and higher), provides the standard interface and demands 2.2 MB free space on a hard disk.

Application
Econometric analysis, modelling and forecasting

Foreign analogues
Econometric Views (EViews), the USA

Condition of production
Made to order

Copyright protection
Copyright protection