CHAOS TESTS FOR TIME SERIES

Chaos Theory aims to find the underlying order from apparently random data. Every economic process produce one or many time series. Determining if the process is or not chaotic may supply valuable information about how to deal with that process. There is no single test that identify chaos, so to say that a system is chaotic is better to perform more tests.

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Year of publication:	2012
Authors:	Ciobanu, Dumitru
Published in:	Annals of University of Craiova - Economic Sciences Series. - Facultatea de Economie şi Administrarea Afacerilor, ISSN 1223-365X. - Vol. 2.2012, 40, p. 159-166
Publisher:	Facultatea de Economie şi Administrarea Afacerilor
Subject:	Chaos tests \| time series \| Lyapunov Exponent \| exchange rate

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Extent:	application/pdf
Type of publication:	Article
Classification:	C02 - Mathematical Methods ; C63 - Computational Techniques
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010819559