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    政大機構典藏 > 商學院 > 統計學系 > 學位論文 >  Item 140.119/89634
    Please use this identifier to cite or link to this item: http://nccur.lib.nccu.edu.tw/handle/140.119/89634


    Title: 含有外生變數(exogenous)之向量ARIMA模式分析與應用
    Authors: 劉明得
    Contributors: 吳柏林
    劉明得
    Date: 1991
    1990
    Issue Date: 2016-05-02 17:02:30 (UTC+8)
    Reference: 一、中文部份
    1. 觀光局,外國遊客調查報告,民國 75 年。
    2. 徐瑞玲,時間數列模型建立之各種分析方法的比較與實証研究,政大統計研究所,民國77 年
    3. 吳柏林、廖敏治,利用結婚率、人口成長率、出生率三指標之多變量模式來探討台灣地區未來人口總數,中央大學中國統計年會,民國80 年。

    二、英文部份:
    1. Akaike,H. (1974). A new look at statistical model identification.IEEE.transactions on automatic control .AC-19:716-723.
    2. Bartlett,M.S. (1966). An introduction to stochastic process with reference to methods and application, 2nd ed. Cambrige University Press,London.
    3. Box,G.E.P. and Jenkins,G.M. (1976). Time series analysis forecasting and control .Revised Yeh Yeh ,Taipei.
    4. Box,G.E.P. and Tiao,G.C . (1977). A canonical analysis of multiple time series .Biometrika.64:355-365.
    5 . Chatfield,C. (1979). Inverse autocorrelations. Jounal of the Royal Statistical Society,Ser,A.142:363-377
    6. Donna F. Stroup, Stephen B. Thacker and Joy L. Herndon. (1988) Application of multiple time series analysis to the es~imation of pneumonia and influenza mortality by age 1962-1983. Statistics in medicine,vol . 7,1045-1059.
    7 . Hannan, E . J.(1976). Review of multiple time series. SIAM Reviews.
    7. Hannan,E.J. (1976). Rev?iew of multiple time series SIAM Reviews. B. Heyse,J.F. and Wei,W.W.S.(19B5). Inverse and partial lag autocorrelation for' vector time series. ASA.Proceedings of Business and Economic Statistics Section.
    9. Hillmer,S.C. and Tiao,G.C. (1979). Likelihood function of stationary multiple autoregressive move average models. J.Amer.Statist.Assoc.74:652-660
    10. Hosking,J.R.M. (1980). The multivariate portmanteau statistic. Journal of The American Statistical Association.75:602-60B.
    11. Hosking,J.R.M. (1981). Equivalent forms of the multivariate portmanteau statistic. Journal of Royal Statistical Society.B.43:261-262.
    12. Kalman,R.E.and Bucy,R.S. (1961).New results in filtering and prediction prolems,T~ans.ASME.J.Basic Engrg. ,Series D,83,95-108.
    13. Li,W . K. and A.I . McLeod(19B1) . Oistribution of the residual autocorrelations in multivariate arma time series models. Journal of ' the Royal Statistical Society.B.43:231-239.
    14 . Nicholls,D.F. and Hall,A.D.(1979). The exact likelihood of multivariate autoregressive moving average models. Biometria.66:259-264.
    15 . Osbovn,D.R.(1977). Exact and approximate maximum likelihood estimators for vector moving average processes. Journal of the Royal Statistical Society ,Ser.B.39:114-11B.
    16 . Phadke,M.S . and Kedem,G. (197B) .Computation of the exact likelihood function of multivariate moving average models .Biometrika.65:515-519.
    17. Schwartz,G. (1978). Estimating the dimension of a model.Ann.Statist.6:461-464.
    18. Tiao,G . C. and Box,G.E.P. (19B1) . Modeling multiple time series with application.J.Amer.Statist.Assoc. 76:B02-B16. - BO -
    19. Tiao.G.C. and Tsay.R.S. (1983). Multiple time series modeling and extended sample cross-correlation - Journal of Business and Economic Statistics ,1.No.1:43-56.
    20. Tsay,R.S. and Tiao,G.C.(1982) .Consistent estimates of autoregressive parameters and extended sample autocorrelation funtions for stationary and nonstationary arma models ,Technical Report No:683 University of Wisconsin-Madison, Department of Statistics.
    21. Wi1son , G . T . ( 1 9 7 3 ). T he estimation of parameter in multivariate time series models. Journal of the Royal Statistical Society ,Ser.B.35:76-85.
    22. Wei, William W. S. (1990).Times series analysis univariate and multivariate methods. New York: Addison-Wesley.
    Description: 碩士
    國立政治大學
    統計學系
    Source URI: http://thesis.lib.nccu.edu.tw/record/#B2002005020
    Data Type: thesis
    Appears in Collections:[統計學系] 學位論文

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