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題名:出口值的季節性調整及時間數列分析
書刊名:統計與資訊評論
作者:蔡宗顯許玉雪
作者(外文):Tsai, Chung-hsienHsu, Esher
出版日期:2022
卷期:21
頁次:頁87-115
主題關鍵詞:時間數列分析出口值季節調整相乘性季節ARIMA模式Time series analysisExport valueSeasonal adjustmentMultiplicative seasonal ARIMA model
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:5
  • 點閱點閱:4
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.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。  new window
3.Hurvich, Clifford M.、Tsai, Chih-Ling(1989)。Regression and Time Series Model Selection in Small Samples。Biometrika,76(2),297-307。  new window
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。  new window
5.Schwarz, G.(1978)。Estimating the Dimension of a Model。The Annals of Statistics,6(2),461-464。  new window
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。  new window
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。  new window
8.Phillips, Peter C. B.、Perron, Pierre(1988)。Testing for a unit root in time series regression。Biometrika,75(2),335-346。  new window
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。  new window
10.陳劍虹(20190300)。海關出口值季節調整之研究。經濟研究,19,118-139。new window  延伸查詢new window
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。  new window
12.Hood, C. C.、Findley, D. F.(2003)。Comparing direct and indirect seasonal adjustments of aggregate series。Seasonal Adjustment,9,12-16。  new window
13.Lin, J. L.、Liu, T. S.(2002)。Modeling lunar calendar holiday effects in Taiwan。Taiwan Economic Forecast Policy,33(1),1-37。  new window
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。  new window
2.Ladiray, D.、Mazzi, G. L.(2015)。The direct versus indirect problem in seasonal adjustment。The 9th International Conference on Computational and Financial Econometrics。  new window
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。  new window
2.Shiskin, J.、Young, A. H.、Musgrave, J. C.(1967)。The X-11 variant of the Census Method II seasonal adjustment program。  new window
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
2.Vandaele, Walter(1983)。Applied Time Series and Box-Jenkins Models。New York, NY:Academic Press。  new window
3.Shumway, R. H.、Stoffer, D. S.(2017)。Time series analysis and its applications with R examples。Springer。  new window
4.Ladiray, D.、Quenneville, B.(2001)。Seasonal adjustment with the X-11 method。Springer-Verlag。  new window
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
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
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。  new window
4.U.S. Census Bureau(2017)。X-13 ARIMA-SEATS Reference Manual,https://www.census.gov/srd/www/x13as/。  new window
圖書論文
1.Ladiray, D.、Mazzi, G. L.(2003)。Seasonal adjustment of European aggregates: direct versus indirect approach。Seasonal Adjustment。  new window
 
 
 
 
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