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首页> 外文会议>Proceedings of the 22nd International Conference of the System Dynamics Society >INTRODUCING AUTOREGRESSIVE ELEMENTSIN SYSTEM DYNAMICS MODELS
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INTRODUCING AUTOREGRESSIVE ELEMENTSIN SYSTEM DYNAMICS MODELS

机译：在系统动力学模型中引入自回归元素

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Autoregressive, vector autoregressive and structural vector autoregressive models may bedescribed, in general, as those models that explain, at least partially, the values of a variable or setof variables, based on the past values of this variable or set of variables. During the last decadesthese models have increased their presence and importance within the field of economic andeconometric analysis. It has been found that this kind of simple models, with a small number ofvariables and parameters, can seriously compete in terms of their forecasting capabilities with thelarge macroeconomic models, with hundreds of variables and parameters, developed during thefifties and sixties.This paper explains how System Dynamics models built using Vensim simulationenvironment may easily incorporate the main elements of autoregressive models. In order to do thatwe have developed a structural autoregressive model using stock and flow diagrams built withVensim software and provided the code for the mathematical formulation in a way that this toolcan be later used in System Dynamics models. This tool provides short term forecasting capabilitiesto System Dynamics models built using Vensim. As an illustration, we present an application to thestudy of the Spanish labor market.
机译：自回归，向量自回归和结构向量自回归模型可能是 通常描述为那些至少部分解释变量或集合值的模型 基于此变量或变量集的过去值的变量。在过去的几十年中 这些模型在经济和金融领域增加了它们的存在和重要性。 计量经济分析。已经发现这种简单的模型，具有少量的 变量和参数，可以在预测能力方面与 大型宏观经济模型，包含数百个变量和参数，是在 五六十年代。 本文介绍了如何使用Vensim仿真构建系统动力学模型 环境可以轻松地纳入自回归模型的主要元素。为了做到这一点 我们已经开发了一种结构自回归模型，使用的库存和流程图 Vensim软件以该工具的方式为数学公式提供了代码 以后可以在System Dynamics模型中使用。该工具提供短期预测功能 使用Vensim构建的System Dynamics模型。作为说明，我们向 研究西班牙劳动力市场。

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