عنوان
پدید آورنده
موضوع
رده
HB3711 .K26 2001
HB3711
.
K26
2001
کتابخانه
محل استقرار
0387951121 (alk. paper)
9780387951126 (alk. paper)
dltt
Measuring business cycles in economic time series /
[Book]
Regina Kaiser, Agustín Maravall.
New York :
Springer,
c2001.
viii, 190 p. :
ill. ;
24 cm.
Lecture notes in statistics ;
154
Includes bibliographical references (p. [177]-183) and indexes.
1. Introduction and Brief Summary -- 2. A Brief Review of Applied Time Series Analysis. 2.1. Some Basic Concepts. 2.2. Stochastic Processes and Stationarity. 2.3. Differencing. 2.4. Linear Stationary Process, Wold Representation, and Auto-correlation Function. 2.5. The Spectrum. 2.6. Linear Filters and Their Squared Gain -- 3. ARIMA Models and Signal Extraction. 3.1. ARIMA Models. 3.2. Modeling Strategy, Diagnostics and Inference. 3.2.1. Identification. 3.2.2. Estimation and Diagnostics. 3.2.3. Inference. 3.2.4. A Particular Class of Models. 3.3. Preadjustment. 3.4. Unobserved Components and Signal Extraction. 3.5. ARIMA-Model-Based Decomposition of a Time Series. 3.6. Short-Term and Long-Term Trends
0
Business cycles.
Time-series analysis.
HB3711
.
K26
2001
Kaiser, Regina.
Maravall, Agustín.
20140220045119.0
مطالعه متن کتاب [Book]
Y
