Reference: | 中文部份
[1] 周文賢(1990) ,『計量經濟與時間序列分析-SAS/ETS 之運用』,台北:教育部電算中心。
[2] 財政部統計處(各月份),進出口貿易統計月報,中華民國79 年6月。
[3] 行政院主計處(各月份),物價統計月報表,中華民國79 年6月。
[4] 行政院主計處,國民經濟動向統計季報,中華民國79 年11月。
[5] 行政院經濟建設委員會,臺灣經濟情勢,中華民國79 年11月。
[6] 財政部統計處,進出口貿易值預測研究報告,中華民國80 年6月。
[7] 林茂文(1986),時間數列分析與預測,台北:華泰。
[8] 倪安順譯(1987),SAS基礎與統計應用使用手冊,台北:儒林。
[9] 周宜魁(1986),國際貿易理論與政策,台北:三民。
[10] 林維義(1989),國際貿易理論與實務,台北:三民。
[11] 陳禹辰與歐陽崇榮(1989),決策支援系統與專家系統,台北:全華。
[12] 蔡昇諭與張真誠(1991),關連式資料系統之應用,台北:松崗。
[13] 蔡淑女(1981),『迴歸模型中自我相關誤差之貝氏分析』,政治大學統計研究所未出版碩士論文。
[14] 徐瑞玲(1988),『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未出版碩士論文。
[15] 劉雅苓(1989) ,『出口需求預測系統』,政治大學國貿研究所未出版碩士論文。
[16] 黃建芬(1989),『整合統計模式與專家系統之研究』,政治大學統計研究所未出版碩士論文。
[17] 吳柏林(1991),『隨機模式與混沌模式之預測穩健性』,政治大學應數所。
[18] 黃仁德(1991),『多變量時間序列在經濟預測上之應用』,政治大學經濟所。
英文部份
[1] Anderson,O.D .(1975) ,"Time Series Analysis and Forecasting The Box-Jenkins Approach" , London: Butter worth and Co. Ltd..
[2] Andrew M. McCosh and M. S. Scott Morton.(1978) ," Management Decision Support Systen.", John Wiley & Sons.
[3] Box, G.E.P. and Jenkins, G.M.(1976) ,"Time Series Analysis Forecasting and control" , San Francisco: Holden-Day.
[4] Davis, M.H. & Vinter, R.B.(1985) , "Stochastic Modeling and Control" , New York: Chaapman and Hall.
(5] Dillon,W.R. & Goldstein,M .(1984) ,"Multivariate Analysis" , Taipei: Ha-Tai.
(6] Franke, J.(1985) , "A Levinson-Durbin recursion for Autoregressive-moving average Processes" , Biometrika,72,3, pp.571-81.
(7J Fuller, W.A.(1976) ,"Introduction to Statistic Time Series" , New York: Wiley.
[8] George G. Judge(1982) ,"Introduction to the Theorey and Practice of Econometric3" , 1st ed., Reprinted by Taipei: Yei-Yei.
[9] Goldstein, M. and M.S. Khan.(1978) ,"The Supply and Demand for Exports: A Simultaneous Approach.", Review of Economics and Statistics , vol.60, pp.275-86.
[10] Hannan, E.J. & Rissanen, J.(1982) ,"Recursive estimation of mixed autoregressive-moving average order" , Biometrika,69,1, pp.81-94.
[11] Hannan, E.J. & Kavalieris, L.( 1984) ," A method for Autoregressive-Moving Average Estimation" , Biometrika,72,2, pp .273-80.
[12] Houthakker, H.S. and S.P. Magee(1969) ,"Income and Prece Elasticities in World Trade", Review of Economics and Statistics, vo1.51, pp.111-25.
[13] Pham, D.T.(1984) ," A note on some Statistics Useful in Identifying The Order of Autoregressive Moving Average Model" ,Journal of Time Series Analysis,5,4, pp.273-79.
[14] Pham, D. T.( 1988) ," Estimation of Autoregressive Parameters and Order Selection for ARMA models" ,Journal of Time Series Analysis ,9,3 pp.265-79.
[15] Pukkila, T. ,Koreisha, A. & Kallinen, A .(1990)" The Identification of ARMA Models" ,Biometrika,77,3, pp.537-48.
[16J Neyman, J. and Scott, E.L.(1960) ,"Correlation for bias introduced by a transformation of variables" , Ann. Math Statist.,31,pp.643-55.
[17] SAS User `s Guide(1985) , Cary: SAS Institute Inc.
[18] SAS/IML User`s Guide(1985) , Cary:SAS Institute Inc.
[19] SAS/STAT User`s Guide( 1985) , Cary:SAS Institute Inc.
[20] Tasy, R.S. and Tiao, G.C .(1985) ," Consistent estimates of Autoregressive Parameters and Extended Sample Autocorrelation Functions for Stationary and Nonstationary ARMA Models" ,JASA,79,84-96.
[21] Thomas, M.O` Donovan(1984) "Short Term Forecasting An Introduction to the Box-Jindins Approach" , Taipei: Yeh-Yeh.
[22] Walter Vandele(1983) ,"Applied Time Series and Box-Jenkins Models, Taipei: Yeh-Yeh.
[23] Woodward, W.A & Gray, H.L.(1981) ," On the Relationship between S Array and the Box-Jenkins method of ARMA Model Identification", JASA,76,375, pp.579-87. |