System of econometric modelling and prediction - SEMP

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.