| 期刊論文| 1. | Said, S. E.、Dickey, D. A.(1985)。Hypothesis Testing in ARIMA (p, 1, q) Models。Journal of the American Statistical Association，80，369-374。   | | 2. | Ljung, Greta M.、Box, George E. P.(1978)。On a Measure of Lack of Fit in Time Series Models。Biometrika，65(2)，297-303。 | | 3. | Dickey, D. A.、Fuller, W. A.(1979)。Distributions of the Estimators for Autoregressive Time Series with a Unit Root。Journal of the American Statistical Association，74，427-431。 | | 4. | Schwert, G. W.(1987)。Effects of Model Specification on Tests for Unit Roots in Macroeco。Journal of Monetary Economics，20，73-103。 | 圖書| 1. | Brown, R. G.(1963)。Smoothing Forecasting and Prediction of Discrete Time Series。Englewood Cliffs, N.J.：Prentice Hall,Inc。 | | 2. | Box, G. E. P.、Jenkins, G. M.、Reinsel, G. C.(1976)。Time Series Analysis: Forecasting and Control。San Francisco：Holden-Day。 | 其他| 1. | S. M. Bartolomei and A. L. Sweet(1989)。A note on the comparison of exponential smoothing methods for forecasting seasonal series。 | | 2. | G. E. P. Box and D. A. Pierce(1970)。Distribution of residual autocorrelation in Antoregressive Integrated Moving Average time series models。 | | 3. | R. G. Brown and R. F. Meyers(1961)。The fundamental theorem of exponential smoothing。 | | 4. | C. Chatfield(1978)。The Holt-Winters Forecasting Procedure。 | | 5. | M. Intriligator, R. Bodkin and C. Hsiao(1996)。Econometric Models, Techniques, and Application。 | | 6. | T. C. Mills(1990)。Time Series Techniques for Economics。 | | 7. | E. D. McKenzie(1984)。General Exponential Smoothing and the Equivalent ARMA Process。 | | 8. | P.R. Winters(1960)。Forecasting Sales by Exponentially Weighted Moving Averages。 | | 9. | 貿易會、中華民國職業訓練研究發展中心。八十八年度及八十九年度「宣導列車行動方案」論文集。 延伸查詢 | |