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題 名 | Forecasting and Modeling Taiwan Private Consumption Data=臺灣私人消費的模型與預測 |
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作 者 | 胡毓彬; 朱雅珍; 蔡瑞胸; | 書刊名 | 經濟論文 |
卷 期 | 27:1 1999.03[民88.03] |
頁 次 | 頁1-22 |
分類號 | 552.3 |
關鍵詞 | 自我迴歸移動平均模型; 時間數列分析; 季節模型; 多變量模型; Aggregation; Autoregressive moving average model; Mean squared error; Vector model; |
語 文 | 英文(English) |
中文摘要 | 本文對臺灣私人消費的12項目做模型建立與預測。項目累積與多變量模型對預 測的影響也加以研討。我們發現項目間的關係隨時間而變,本文也對項目所占的百分比加 以分析。 |
英文摘要 | In this paper, we consider some important issues in forecasting and modeling Taiwan quarterly private consumption data, which are divided into twelve categories. The issues discussed include effects of concurrent aggregation and contributions of multivariate models in forecasting. For modeling, we study the time-evolution of the dynamic relationships among the consumption categories. This is done by studying the levels and the percentages of the component series of total private consumption. |
本系統中英文摘要資訊取自各篇刊載內容。