Please use this identifier to cite or link to this item: https://ah.lib.nccu.edu.tw/handle/140.119/89868
題名: 雙率與雙價之預測-時間數列實證分析--時間數列實證分析--
作者: 王旭丁
WANG, XU-DING
貢獻者: 高安邦
GAO, AN-BANG
王旭丁
WANG, XU-DING
關鍵詞: 時間數列
雙率
雙價
日期: 1992
上傳時間: 2-May-2016
參考文獻: 1. 王尚義一「落霞與孤驚」一水牛文庫,民國72 年。\n2. 尼采一「查拉圖斯特拉如是說」一志文出版社,民國73年。\n3. 陳江、劉榮木、刃錦寰、蔡瑞胸一「特異及干擾效應在動態迴歸之偵測與分析」一中國統計學報,第29 卷第一期, 80 年3 月pl-26 。\n4.SCA 使用手冊\n5.Akaike;H.(1976)-"Canonical Correlation Analysis of Time Series and the use of an Information Criterion" in mehra,R and Lainiotis,D. (eds) -Advance and Case Studies in System Identification,NY:Academic Press,27-95.\n6.Aksu,C.and Narayan,J.Y.(1991)-"Forecasting with vector ARMA and state space Methods"-. International Journal of Forecasting,17-30.\n7.Box,G.E.P and Tiao,G.C.(1977)-"A Canonical analysis of multiple Time Series" -Biometrika, 64,355-365.\n8.Chen,Lin.and Hudak (1990) - "Outlier Detection and Adjustment in Time Series Modeling and Forecasting"-Working Paper.\n9.Doan,T.A(1988):User`s Manual :RATS,Version 3,000.\n10.Grillenzoni,C. (1991) - "Simultaneous Transfer Function versus Vector ARMA Models"-Journal of Forecasting 477-499.\n11.R.W.Hafer,R.G.Sheehan(1989)- "The Sensitivity of VAR Forecasts to Alternative Lag Stru ctures"- International Journal of Forecasting, 399-408.\n12.D.M.Hanssens,L.M.Liu(1983) -"Lag Speafication in Rational Distributed Lag Structural Models"-Journal of Business & Economic Statistics,315-325.\n13.An-Pang Kao(1986)-"The Forecasting Performance of Alternative Techniques:An Application to the Groundfish Prices in the U.S.",Doctoral Thesis,University of Massachusetts.\n14.G.Kitagawa-"State Space Modeling of Nonstationary Time Series and Smoothing of Unequally Spaced Data"-Lecture Notes in Statistics.\n15.S.G.Koreisha(1983)-"Estimation and Forecasting of Equations with Expectaions Variables using multiple Input Transfer Functions "-Time Series analysis:Theory and Practice 4,137-153.\n16.Liu and Hudak(1985)- "Unified Econometric Model Building Uising Simultaneous Transfer Function Equations" in Anderson O.D. (eds) – Time Serier Analysis:Theory and Practice,7,277-288.\n17.Liu and Hanseens (1982)-"Identification of Multiple Input Transfer Function Models",-Communication in Statistics-Theory and method 11,297-314.\n18.Liu Lon-Mu (1987) - "Sales Forecasting using Multi-Equation Transfer Function Models",-Journal of Forecastiong,6,223-238.\n19.S.Mittnik(1990)-"Macroecononic Forecasting Experience with Balanced State Space Mdels"-International Journal of Forecasting,337-348.\n20 . Narayan J. Y . and Aksu , C . ( 1985 ) - " Causality Testing Based on Ex Ante Forecasts",in Anderson,O.D .(eds),--Time Series Analysis:Theory and Practice\n7,263-275.\n21.SAS/ETS:User`s Guide,Version 6,1988.\n22.T .Sastri (1985)-"A State Space Modeling Approach for Time Series Forecasting"- Management Science,1451-1470.\n23.B.L.Shea (1984)-"Maximum Likelihood Estimation of Multivariate ARMA Processes via The Kalman Filter” in Anderson ,O . D . ( e d s ) -Time Series Analysis : Theory and Practice 5,91-101.\n24.Tsay,R.S(1990)-Multivariate Time Series Analysis.\n25 .Tsay,R.S.(1990)- Regression Models with Time Series Errors.-Working Paper.\n26.Tsay R.S. and Tiao,G.C. (1984) Consistent Estimates of Autoregressive Parameters and Extended Sample Auto correlation Functions for Stationany and Nonstation ary ARMA models.-Journal of American Statistic Association,79,84-96.\n27.Vinod and Hui(1983) __ "A Canonical Correlation Approach to State Vector Analysis of Capital Appropriations and Expenditure"in Anderson,O.D.(eds.),--Tirne Sries Analysis:Theory and Practice 4,229-236.
描述: 碩士
國立政治大學
經濟學系
資料來源: http://thesis.lib.nccu.edu.tw/record/#B2002004708
資料類型: thesis
Appears in Collections:學位論文

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