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    Title: ARIMA干預分析理論架構與實務運用-以證所稅課徵為例
    Authors: 賴政昇
    Contributors: 周文賢
    賴政昇
    Date: 1990
    1989
    Issue Date: 2016-05-03 14:12:51 (UTC+8)
    Reference: 參考文獻
    中文部份:
    1.工商時報社論剪輯,1988年。
    2.石齊平(民74),『當代計量經濟學』,三民書局。
    3.朱健萍(民73),『時間數列模型建立分析應用之研究』,政治大學統計研究所碩士論文。
    4.周文賢(民78),『時間序列分析未出版之課堂講義』,政治大學統計研究所。
    5.周文賢(民77),『進口關稅率降低對關稅稅收之影響──一般化動態進口函數之探討』,中國經濟學會年會論文集抽印本。
    6.林茂文(民75),『時間數列分析與預測』,再版,華泰書局。
    7.林茂文(民70),『平穩型時間數列模式之研究』,輔仁學誌,第十三期。
    8.林茂文(民71),『介入時間數列分析法及其應用』,輔仁學誌,第十四期。
    9.林俊文(民63),『貨幣供給量與上市公司股票價格』,政治大學企業管理研究所碩士論文。
    10.林泉源(民67),『股票價格影響因素的實證研究』,政治大學企業管理研究所碩士論文。
    11.林煜宗(民77),『現代投資學』,四版,三民書局。
    12.徐瑞玲(民77),『時間數列模型建立之各種分析方法的比較與實證研究』,政治大學統計研究所碩士論文。
    13.孫道遠(民75),『經濟指標與股價關係之研究』,中興大學企業管理研究所碩士論文。
    14.孫維鴻(民76),『金融經濟因素與股價關係-台灣證券市場實證研究』,中興大學企業管理研究所碩士論文。
    15.陳明哲(民63),『貨幣供給額與股價關係之研究』,政治大學企業管理研究所碩士論文。
    16.陳和順(民73),『台灣股價變動行為之研究』,淡江大學管理研究所碩士論文。
    17.陳文燦(民76),『利率變動時股票價格影響之實証研究』,政治大學企業管理研究所碩士論文。
    18.黃義璋(民69),『股價變動的經濟領先指標分析-ARIMA模型分析』,交通大學管理科學研究所。
    19.郭建忠(民78),『台灣地區貨幣供給與物價對股價之動態關係實證研究』,淡江大學管理科學研究所。
    20.劉子瑯(民76),『台灣地區貨幣供給與股票價格關係之實證研究』,台灣大學商學研究所。
    21.劉鶯釧(民71),『多元時間數列分析方法之介紹與應用』,經濟論文叢刊,第十輯。
    22.劉鶯釧(民72),『論因果關係檢定-時間數刜分析方法之應用』,經濟論文叢刊,第十一輯。
    23.劉鶯釧(民73),『單一方程迴歸與時間數列分析』,經濟論文叢刊,第十二輯。
    24.鄭鴻章(民76),『匯率估計與預測之研究-台灣實證分析』,政治大學國際貿易研究所碩士論文。
    25.錢盡忠(民77),『台灣地區匯率與股價因果關係之實證研究』,政治大學企業管理研究所碩士論文。

    二.英文部份:
    1. Abraham, B. (1987) , "Application of Intervention Analysis to A Road Fatality Series in Ontario", Journal of Forecasting, Vol.6, PP.211-219.
    2. Abraham, B. (1980) , "Intervention Analysis and Multiple Time Series", Biometrika, 67, 1, PP.73-78.
    3. Akarca, A. T. & T.V. Long (1983) , "The 1979 Oil Price Shock and Inflation in Five Industrial Countries: An Intervention Analysis", O. D. Anderson ed. Time Series Analysis: Theory and Practice 4. B.V. : North-Holland, PP187-192.
    4. Beguin, J. M. , C. Gourieroux. & A. Monfort (1980) , "Identification of A Mixed Autoregeressive-Moving Average Process: The Corner Method",O. D. Anderson ed. Time Series, B.V. : North-Holland, PP.423-436.
    5. Bhattacharyya , M. N. & A. P. Layton (1979), "Effectiveness of Seat Belt Legislation on the Queensland Road Toll-An Australion. Case Study In Intervention Analysis", Journal of the American Statisfical Association, 74, 367, PP.596-603.
    6. Bowerman, B. L. & R. T. O`Connell (1987), Time Series Forecasfing, Boston:Duxbury, 2nd ed.
    7. Box, G. E . P. & G. M. Jenkins (1976), Time Sweies Analysis, Forecasting and Control, 2nd ed., San Francisco: Holden-Day.
    8. Box. G. E. P. & D. A. Pierce. " Distribution of Residual Autocorrelations in Autoregressive Integrated Moving Average Time Series Models" J. A. S. A ., Vo1.65. No . 332. PP1509-1526.
    9. Box. G. E. P. & G. C. Tiao (1975). "Intervention Analysis with Applications to Economic and Environmental Problems", J. A. S. A ., Vol .70,NO.349, PP70-79.
    10. Campbell, D. T. & J. C. Stanley (1966). Experimental and Quasi-Experimental Designs for Research, Houghton Mifflin Co..
    11. Cohen. S. B. (1981), "Application of Intervention Analysis to Product Safety Standards", O. D. Anderson & M.R. Perryman eds., Time Series Analysis. North-Holland ., PP 97-108.
    12. Cryer, J. D. (1987), Time Serier Analysis, Boston Duxbury .
    13. Edlund, P. O. (1984), "Identification of the Multi-input Box-Jenkins Transfer Function Model", Journal of Forecasting, Vol.3. PP297-308.
    14. Glass. G. V., V. L. Willson & J. M. Gottman (1975), Design and Analysis of Time-Series Experiments, Colorado Ass.University Press.
    15. Granger, C. W. J. & P. Newbold (1977), Forecasting Economic Time Series N.Y.:Academic Press.
    16. Harvey, A. C. & J. Durbin(1986), "The Effects of Seat Belt Legislation on British Road Casualities: A Case Study in Structural Time Series Modelling," Jounal of Royal Statistical Society, A,149,PP 187-227.
    17. Hoff. J. C. (1983), A Practical Guide to Box-Jenkins Forecasting ,Lifetime Learning Pub ..
    18. Hopwood, W. S. et. a1. (1984), "Time Series Forecasting Models Involving Power Transformations", Journal of Forecasting, Vol.3. PP57-61.
    19. Huth, W. L.(1982), "Transfer Function Forecasts of Economic Activity",O. D. Anderson & M.R. Perryman eds., Applied Time Series Analysis,North-Holland, PP 109-116.
    20. Jenkins, G. M.(1979), "Practical Experiences with Modelling and Forecasting
    Time Series", O. D. Anderson.ed., Forecasting, Jenkins, G. & Partners ltd, PP43-166.
    21. Koster, F. H. (1982), "An Application of Transfer Function-Noise Models in the Financial Sector", O.D . Anderson .ed., Applied Time Series Analysis,North-Holland, PP35-84.
    22. Lassarre, S. & S. H . Tan (1982), " Evalvation of Safety Measures on the Frequency and Gravity of Traffic Accidents In France by Means of Intervention Analysis", O. D. Anderson ed., Time Series Analysis:Theory and Practice I , North-Holland, PP 297-306.
    23. Liu. L. M. (1987). "Sales Forecasting Using Multi-equation Transfer Function Models". Journal of Forecasting. Vol.6. PP 223-238.
    24. McDowall. D. et.al.(1987). Interrupted Time Series Analysis. Sage Publications. 5th ed.
    25. Melard. G. (1981). "On An Alternative Model for Intervention Anolysis", O. D. Anderson & M. R. Perryman eds ., Time Sereis Analysis. North-Holland ,, PP 345-354.
    26. Nelson. C. R. (1973). Applied Time Series Analysis for Managerial Forecasting,San Francisco: Holden-Day.
    27. Newbold. P. & C. W. J. Granger (1974). "Experience with Forecasting Univariate Time Series and the Combination of Forecasts" J. R. S. S. A,137,II,PP 131-145.
    28. Newbold. P. (1983),ARIMA Model Building and the Time Series Analysis Approach to Forecasting" ,Journal of Forecasting Vo1.2.PP23-35.
    29. Pierce. D. A. (1979). "R2 Measures for Time Series". J. A. S. A,Vol.74,No.368,
    PP 901-910.
    30. Revenstorf, D. et. al. (1980), "Time Series Analysis: Clinical Application Evaluating Intervention Effects in Diaries ", O. D. Anderson ed.", Analysis Time Series, North-Holland.
    31. SAS Institute Inc. (1984), SASETS User`s Guide, 5th ed. Cary.
    32. SAS Institute Inc. (1986), SAS System for Forecasting Time Series .Cary.
    33. Vandaele, W.(1983), Applied Time Series and Box-Jenkins Model, Academic press.
    34. Wichern, D.W. & R.H. Jones (1977), "Assessing the Impact of Market Disturbances Using Intervention Analysis", Management Science, Vol.24. No.3. PP 329-337.
    Description: 碩士
    國立政治大學
    國際經營與貿易學系
    Source URI: http://thesis.lib.nccu.edu.tw/record/#B2002005414
    Data Type: thesis
    Appears in Collections:[國際經營與貿易學系 ] 學位論文

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