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Применение метода попарных сравнений при объединении экономических прогнозов // Application of the Method of Pairwise Comparisons When Combining Economic Forecasts

Author

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  • A. Surkov A.

    (Financial University)

  • А. Сурков А.

    (Финансовый университет)

Abstract

The method of combining forecasts has already proven itself in practice as a reliable and effective way to improve the accuracy of economic forecasting. But this technique has several disadvantages. Today, one of the ways to improve the method of combining forecasts is to find the possibility of attracting expert information as a tool for correcting the obtained forecast results. This article is devoted to the use of an expert method of pairwise comparisons for constructing the weights of the combined forecast as one of the options for which you can use expert information when combining forecasts. The proposed methodology has been applied in practice for the economic time series of some products of industrial production in Russia. An assessment was made of the effectiveness of using the method of pairwise comparisons for combining forecasts, and based on the results obtained, a forecast of the development of the economic indicators under consideration was proposed. Методика объединения прогнозов, зарекомендовавшая себя на практике как надежный и эффективный способ повысить точность экономического прогнозирования, имеет и ряд недостатков. Сегодня одним из направлений совершенствования методики объединения прогнозов является поиск возможности привлечения экспертной информации как инструмента по корректировке полученных прогнозных результатов. Настоящая статья посвящена применению экспертного метода попарных сравнений для построения весовых коэффициентов объединенного прогноза как один из вариантов, при котором можно использовать экспертную информацию при объединении прогнозов. Предлагаемая методика применена на практике для экономических временных рядов некоторых продуктов промышленного производства России. На основе оценки эффективности применения метода попарных сравнений для объединения прогнозов и полученных результатов предложен прогноз развития рассматриваемых экономических показателей.

Suggested Citation

  • A. Surkov A. & А. Сурков А., 2019. "Применение метода попарных сравнений при объединении экономических прогнозов // Application of the Method of Pairwise Comparisons When Combining Economic Forecasts," Учет. Анализ. Аудит // Accounting. Analysis. Auditing, ФГОБУВО "Финансовый университет при Правительстве Российской Федерации" // Financial University under The Government of Russian Federation, vol. 6(3), pages 32-42.
  • Handle: RePEc:scn:accntn:y:2019:i:3:p:32-42
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    References listed on IDEAS

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    1. Claeskens, Gerda & Magnus, Jan R. & Vasnev, Andrey L. & Wang, Wendun, 2016. "The forecast combination puzzle: A simple theoretical explanation," International Journal of Forecasting, Elsevier, vol. 32(3), pages 754-762.
    2. Gupta, Sunil & Wilton, Peter C, 1988. "Combination of Economic Forecasts: An Odds-Matrix Approach," Journal of Business & Economic Statistics, American Statistical Association, vol. 6(3), pages 373-379, July.
    3. Mark W. Watson & James H. Stock, 2004. "Combination forecasts of output growth in a seven-country data set," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 23(6), pages 405-430.
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