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| Title: | 雙率與雙價之預測-時間數列實證分析--時間數列實證分析-- |
| Authors: | 王旭丁
WANG, XU-DING |
| Contributors: | 高安邦
GAO, AN-BANG
王旭丁
WANG, XU-DING |
| Keywords: | 時間數列
雙率
雙價 |
| Date: | 1992
1991 |
| Issue Date: | 2016-05-02 17:11:34 (UTC+8) |
| Reference: | 1. 王尚義一「落霞與孤驚」一水牛文庫，民國72 年。
2. 尼采一「查拉圖斯特拉如是說」一志文出版社，民國73年。
3. 陳江、劉榮木、刃錦寰、蔡瑞胸一「特異及干擾效應在動態迴歸之偵測與分析」一中國統計學報，第29 卷第一期， 80 年3 月pl-26 。
4.SCA 使用手冊
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9.Doan,T.A(1988):User`s Manual :RATS,Version 3,000.
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19.S.Mittnik(1990)-"Macroecononic Forecasting Experience with Balanced State Space Mdels"-International Journal of Forecasting,337-348.
20 . Narayan J. Y . and Aksu , C . ( 1985 ) - " Causality Testing Based on Ex Ante Forecasts",in Anderson,O.D .(eds),--Time Series Analysis:Theory and Practice
7,263-275.
21.SAS/ETS:User`s Guide,Version 6,1988.
22.T .Sastri (1985)-"A State Space Modeling Approach for Time Series Forecasting"- Management Science,1451-1470.
23.B.L.Shea (1984)-"Maximum Likelihood Estimation of Multivariate ARMA Processes via The Kalman Filter” in Anderson ,O . D . ( e d s ) -Time Series Analysis : Theory and Practice 5,91-101.
24.Tsay,R.S(1990)-Multivariate Time Series Analysis.
25 .Tsay,R.S.(1990)- Regression Models with Time Series Errors.-Working Paper.
26.Tsay R.S. and Tiao,G.C. (1984) Consistent Estimates of Autoregressive Parameters and Extended Sample Auto correlation Functions for Stationany and Nonstation ary ARMA models.-Journal of American Statistic Association,79,84-96.
27.Vinod and Hui(1983) __ "A Canonical Correlation Approach to State Vector Analysis of Capital Appropriations and Expenditure"in Anderson,O.D.(eds.),--Tirne Sries Analysis:Theory and Practice 4,229-236. |
| Description: | 碩士
國立政治大學
經濟學系 |
| Source URI: | http://thesis.lib.nccu.edu.tw/record/#B2002004708 |
| Data Type: | thesis |
| Appears in Collections: | [經濟學系] 學位論文
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