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    题名: 結構性改變ARIMA模式的建立與應用
    Structural Change ARIMA Modeling and Application
    作者: 曾淑惠
    Tseng, Shuhui
    贡献者: 吳柏林
    Wu, Berlin
    曾淑惠
    Tseng, Shuhui
    关键词: 非線性
    轉型期
    轉捩點
    結構性改變ARIMA模式
    nonlinear
    change period
    change point
    structural change ARIMA model
    日期: 1993
    上传时间: 2016-04-29 16:44:12 (UTC+8)
    摘要: 近年來，非線性時間數列分析是一個快速發展的課題，其中最為人所矚目
    的是門檻模式。從過去許多文獻得知，一個簡單門檻模式對於某些型態時
    間數列的描述，如結構性改變的行為趨勢，比一般線性ARMA模式更能解釋
    實際情況。在本篇論文中，我們將討論有關門檻模式及結構性改變分析的
    問題。對於模式的建立，我們提出一個轉型期的觀念，替代傳統尋求一個
    轉捩點的方法，進而提出一個結構性改變ARIMA模式有效建立的程序。最
    後，我們以台灣出生率當作應用分析的範例，並且利用建立的結構性改變
    ARIMA模式，及其他傳統門檻TAR模式，傳統線性分析方法等進行預測分析
    及比較。
    Non-linear time series analysis is a rapidly developing subject
    參考文獻: 內政部人口政策委員會(1992) 人口資料彙集.
    行政院主計處(1971-1992) 中華氏國統計月報.
    蔡宏進(1990) 壹灣地區人口成長推計與未來人口政策推行之展望.
    臺北:巨流圖書公司.
    吳柏林、廖敏治(1991) 臺灣地區結婚率、出生率、人口成長率的時
    問數列模式探討, 人口學刊, 第十四期, 頁109-132.
    李美玲、王德睦、陳寬政(1993) 臺灣人口轉型後的人口政策與社會
    政策, 人口與發展學街研討會論文集.


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    描述: 碩士
    國立政治大學
    統計學系
    G80354018
    資料來源: http://thesis.lib.nccu.edu.tw/record/#B2002004202
    数据类型: thesis
    显示于类别:[統計學系] 學位論文

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