UDC: 311.31:17
https://doi.org/10.25198/2077-7175-2019-5-129
STRUCTURAL AND DYNAMIC ANALYSIS OF ECONOMIC CRIMES: STATISTICAL ASPECT
S.R. Romanov
Orenburg State University, Orenburg, Russia
e-mail: erzanov_s@mail.ru
Abstract. In the past few years, crimes in the gray economy are increasingly being the object of critical study not only of law enforcement agencies, but also of sociologists, economists, and the media. First of all, this is due to the fact that this particular area directly interacts with the money turnover, and, as a result, is especially attractive for intruders. At the same time, even if in certain periods there may be a slight decrease in the absolute number of registered economic crimes, the financial value of each individual fraudulent activity grows. The damage from “business crimes” both in Russia and in all industrialized countries is several times higher than the economic losses from robberies, thefts, waste. Crimes in the economic sphere have a negative impact not only on the sustainable development of almost all spheres of life of citizens, but in general on the economic and public security of the country. The article examines the issues of statistical analysis of the level of economic crime in the Russian Federation. A statistical evaluation of the structure of crimes in the economic sphere in the long-term (monthly) dynamics was carried out. According to the intra-annual dynamics, the values of the autocorrelation function were calculated and the “peaks and holes” method was applied, which allowed to identify and estimate the seasonal monthly factor by calculating the seasonal indexes of economic crimes. The presence of trends in the analyzed time series is confirmed by the method based on the median of the sample. Taking into account the seasonality identified and the identified nature of the dynamics, econometric modeling of the trends in trends in the analyzed time series was carried out by the autoregressive method of the moving average. As a result of the conducted simulation, a dynamics model was obtained statistically significant at the smallest approximation error, the adequacy of which was confirmed by statistical analysis of residuals for proximity to the normal distribution and the absence of dependencies. The obtained model of the tendency makes it possible to predict the number of economic crimes for the future with a high probability.
Keywords: crimes of economic orientation, structure, dynamics, seasonality, modeling and forecasting of a trend.
