| 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。 延伸查詢![new window](/gs32/images/newin.png) | 2. | Hannan, E. J.、Quinn, B. G.(1979)。The determination of the order of an autoregression。Journal of the Royal Statistical Society: Series B (Statistical Methodology),41(2),190-195。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 3. | Hurvich, Clifford M.、Tsai, Chih-Ling(1989)。Regression and Time Series Model Selection in Small Samples。Biometrika,76(2),297-307。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 4. | Hillmer, S. C.、Tiao, G. C.(1982)。An ARIMA-Model-Based Approach to Seasonal Adjustment。Journal of the American Statistical Association,77(377),63-70。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 5. | Schwarz, G.(1978)。Estimating the Dimension of a Model。The Annals of Statistics,6(2),461-464。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 6. | Findley, D. F.、Monsell, B. C.、Bell, W. R.、Otto, M. C.、Chen, Bor-Chung(1998)。New capabilities and methods of the X-12-ARIMA seasonal adjustment program。Journal of Business & Economic Statistics,16(2),127-177。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 7. | Dickey, David A.、Fuller, Wayne A.(1979)。Distribution of the Estimators for Autoregressive Time Series With a Unit Root。Journal of the American Statistical Association,74(366),427-431。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 8. | Phillips, Peter C. B.、Perron, Pierre(1988)。Testing for a unit root in time series regression。Biometrika,75(2),335-346。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 9. | Said, S. E.、Dickey, David A.(1984)。Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order。Biometrika,71(3),599-607。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 10. | 陳劍虹(20190300)。海關出口值季節調整之研究。經濟研究,19,118-139。 延伸查詢![new window](/gs32/images/newin.png) | 11. | Cleveland, W. S.、Devlin, S. J.(1980)。Calendar effects in monthly time series: detection by spectrum analysis and graphical methods。Journal of the American Statistical Association,75(371),487-496。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 12. | Hood, C. C.、Findley, D. F.(2003)。Comparing direct and indirect seasonal adjustments of aggregate series。Seasonal Adjustment,9,12-16。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 13. | Lin, J. L.、Liu, T. S.(2002)。Modeling lunar calendar holiday effects in Taiwan。Taiwan Economic Forecast Policy,33(1),1-37。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 會議論文1. | Akaike, H.(1973)。Information Theory and an Extension of the Maximum Likelihood Principle。The Second International Symposium on Information Theory。Budapest:Akademiai Kiado。267-281。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 2. | Ladiray, D.、Mazzi, G. L.(2015)。The direct versus indirect problem in seasonal adjustment。The 9th International Conference on Computational and Financial Econometrics。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 研究報告1. | Lothian, J. R.、Morry, M.(1978)。A Set of Quality Control Statistics for the X-11-ARIMA Seasonal Adjustment Method。Statistics Canada。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 2. | Shiskin, J.、Young, A. H.、Musgrave, J. C.(1967)。The X-11 variant of the Census Method II seasonal adjustment program。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 圖書1. | 楊奕農(2009)。時間序列分析:經濟與財務上之應用。雙葉書廊。 延伸查詢![new window](/gs32/images/newin.png) | 2. | Vandaele, Walter(1983)。Applied Time Series and Box-Jenkins Models。New York, NY:Academic Press。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 3. | Shumway, R. H.、Stoffer, D. S.(2017)。Time series analysis and its applications with R examples。Springer。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 4. | Ladiray, D.、Quenneville, B.(2001)。Seasonal adjustment with the X-11 method。Springer-Verlag。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 其他1. | 財政部統計處(2010)。海關出口總值季節調整簡介,https://www.inof.gov.tw/download/1904。 延伸查詢![new window](/gs32/images/newin.png) | 2. | 行政院主計總處(2018)。我國GDP支出面統計季節調整手冊,https://www.stat.gov.tw/public/Attachment/8725164742ECW2CXEJ.pdf。 延伸查詢![new window](/gs32/images/newin.png) | 3. | Moré, J. J.,Garbow, B. S.,Hillstrom, K. E.(1980)。User guide for MINPACK-1,https://cds.cern.ch/record/126569/files/CM-P00068642.pdf。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 4. | U.S. Census Bureau(2017)。X-13 ARIMA-SEATS Reference Manual,https://www.census.gov/srd/www/x13as/。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 圖書論文1. | Ladiray, D.、Mazzi, G. L.(2003)。Seasonal adjustment of European aggregates: direct versus indirect approach。Seasonal Adjustment。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | |