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題名:貨幣總計數應用X-13ARIMA-SEATS季節調整之研究
書刊名:中央銀行季刊
作者:蔡釗旻
作者(外文):Tsai, Chao-min
出版日期:2021
卷期:43:3
頁次:頁7-36
主題關鍵詞:季節調整診斷檢定Seasonal adjustmentX-12-ARIMAX-13ARIMA-SEATSDiagnostics
原始連結:連回原系統網址new window
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  • 被引用次數被引用次數:期刊(0) 博士論文(0) 專書(0) 專書論文(0)
  • 排除自我引用排除自我引用:0
  • 共同引用共同引用:9
  • 點閱點閱:2
期刊論文
1.劉淑敏(20070300)。貨幣總計數採行X-12 ARIMA季節調整之研究--兼論農曆春節移動節日之影響處理。中央銀行季刊,29(1),31-60。new window  延伸查詢new window
2.Findley, D. F.、Monsell, Brian C.、Shulman, Holly B.、Pugh, Marian G.(1990)。Sliding-Spans Diagnostics for Seasonal and Related Adjusted Adjustments。Journal of American Statistical Association,85(410),345-355。  new window
3.黃月盈(20140600)。臺灣景氣指標季節調整方法之研析。經濟研究,14,1-37。new window  延伸查詢new window
4.Findley, D. F.、Monsell, B. C.(2009)。Modeling Stock Trading Day Effects under Flow Day-of-Week Effect Constraints。Journal of official statistics,25(3),415-430。  new window
5.林金龍、劉天賜(20030300)。Modeling Lunar Calendar Holiday Effects in Taiwan。臺灣經濟預測與政策,33(2),1-37。new window  延伸查詢new window
6.Findley, D. F.、Chen, Bor-Chung、Otto, M. C.、Bell, W. R.、Monsell, B. C.(1998)。New Capabilities and Methods of the X-12-ARIMA Seasonal Adjustment Program。Journal of Business & Economic Statistics,16(2),127-177。  new window
研究報告
1.林金龍、彭俊能(2018)。台灣景氣指標季節調整之檢討與改進。國家發展委員會。  延伸查詢new window
2.Bell, W. R.(1984)。Seasonal Decomposition of Deterministic Effects。  new window
3.Bell, W. R.(1995)。Correction to "Seasonal Decomposition of Deterministic Effects"。  new window
4.Lytras, D.(2015)。On Seasonality: Comparing X-13 ARIM A-SEATS Diagnostics for Quarterly Series。  new window
5.Lytras, D. P.、Feldpausch, R. M.、Bell, W. R.(2007)。Determining Seasonality: A Comparison of Diagnostics From X-12-ARIMA。  new window
6.Monsell, B. C.(2007)。The X-13AS Seasonal Adjustment Program。  new window
7.Maravall, A.(2012)。Update of Seasonality Tests and Automatic Model Identification in TRAMO-SEATS。Bank of Spain。  new window
圖書
1.Census Bureau(2017)。UX-13ARIMA-SEATS Reference Manual。Time Series Research Staff, Center for Statistical Research and Methodology。  new window
2.Hylleberg, S.(1986)。Seasonality in Regression。Academic Press Inc。  new window
3.IMF(2018)。Quarterly National Accounts Manual。International Monetary Fund。  new window
其他
1.Kaiser, R.,Maravall, A.(2002)。Seasonal Outliers in Time Series,http://www.bde.es/servicio/software/tramo/slsoutlier.pdf。  new window
 
 
 
 
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