Patent ID: 8423454

Claim:
A computer-implemented method comprising: receiving first data indicating a value of a total income amount for an aggregate of a plurality of consumers over a period of time; receiving second data indicating a value of a total debt amount for the aggregate of the plurality of consumers over a period of time; receiving third data indicating a value of a target economic variable over a period of time; selecting a consumer leverage time series that compares the value of the total income amount for the aggregate of the plurality of consumers to the value of the total debt amount for the aggregate of the plurality of consumers over a period of time; selecting a second time series that tracks the value of the target economic variable over a period of time, wherein changes in the consumers leverage time series serve as a logical leading indicator for changes in the second time series; modeling, using a computer processing device, based at least partially on the first and the second data, the consumer leverage time series, wherein the modeling comprises: modeling a trend component of the consumer leverage time series; and modeling a cycle component of the consumer leverage time series by: determining, using a computer processing device, using a spectral estimation method and based at least partially on the third data, a period for the second time series; and setting a period for the cycle component of the consumer leverage time series as the period determined for the second time series; determining, using a computer processing device, a value of the cycle component for a particular time; and outputting an indication of the value of the cycle component for the particular time.