Методики Прогнозирования Динамики Экономических Показателей

The article is devoted to the problem of financial assets and economic indices forecasting. The main objects of investigation are discrete stochastic models and autoregressive moving average models. These two methods both give the opportunity to analyze given time series separately; they also can be used for investigation of different time series (bankrolls, financial resources, price series, and quotations). Approaches to comparison of the forecasting procedures presented in the paper allows to discover their specific features and possible ways of implementation. It can be inferred that investigated methods can be effectively applied for the purpose of a short-term forecasting.