Abstract: The Group Method of Date Handling (GMDH) algorithm is applied to construct a nonlinear model for long-term forecast. Being a "self-organizing" active high-order nonlinear regressive modeling technique, GMDH is more objective and requires less data as conpared with traditional" passive" statistic modeling methods. It promises new hope for long-term statistic prediction, interpolation and extension of nonlinear time serials.