THE DETERMINATION OF COEFFICIENTS OF THE QUATERNION PARAMETER OF LINEAR REGRESSION

Анотація

Recently, multifactorial models with complex variables and systems of complex equations have been used in economic research. This approach provides compact modeling of complex processes and describes dependencies between variables in a different way, compared to models of real variables. This publication proposes to expand further the instrumental base of econometric research through the use of quaternions. The work provides formulas for calculating the coefficients of the quaternion regression function, and shows an example of finding the coefficients of the quaternion regression based on statistical data taken from the World Bank.