Statistics indicators specific chronological series to permit the establishment of the average efficiency of a portfolio of tools for a defined period of time and compare it with the return on other financial instruments or portfolios of securities. It also provides a number of valuable...

The structure of the industrial productions reveals that necessary goods for population’s consumption and economic activity have had a structure that passes through a process of stabilization, determined by the general situation of the economy, the needs of the economic environment, but also...

Under the hypotheses IA and IB, OLS estimators are both linear and stationary. For it to provide the same minimum variance of all linear and stationary estimators and to take part of BLUE, it is necessary that the classical assumptions IIB and IIC should be available. As in the case of...

A price index may be characterized as the factor giving the relative change in this value aggregate arising from changes in prices. As such, all the major price index formulae can be expressed as weighted averages of price relatives whose weights are the shares of items in the value aggregate....

The index is sensitive to time changes of quantity and price data, over time, drawn from sub-measures, partially additive as they are measured in different units. The index summarizes these in a time series which includes the updates in quantities and prices’ values.Because usually data are...

In the theoretical analysis, dependency of variables is stochastic. Consideration of the residual variable within such a model is needed. Other factors that influence the score variable are grouped in the residual. Uni-factorial nonlinear models are linearized transformations that are applied to...

One of the main aspects analyzed in this paper is the quarterly evolution of the seasonally adjusted GDP comparatively with the corresponding quarter of the previous year. As for the impact of foreign investments, year 2012 was a year when a series of sectors of activity kept on getting...

In this paper, the authors propose solving the problematic regarding the estimation of the parameters for the linear regression model. For this, the least squares method, the maximum likelihood method and the Gauss-Markov theorem are used. There are also presented the properties of the...