政大機構典藏-National Chengchi University Institutional Repository(NCCUR):Item 140.119/89868
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    Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/89868


    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
    5.Akaike;H.(1976)-"Canonical Correlation Analysis of Time Series and the use of an Information Criterion" in mehra,R and Lainiotis,D. (eds) -Advance and Case Studies in System Identification,NY:Academic Press,27-95.
    6.Aksu,C.and Narayan,J.Y.(1991)-"Forecasting with vector ARMA and state space Methods"-. International Journal of Forecasting,17-30.
    7.Box,G.E.P and Tiao,G.C.(1977)-"A Canonical analysis of multiple Time Series" -Biometrika, 64,355-365.
    8.Chen,Lin.and Hudak (1990) - "Outlier Detection and Adjustment in Time Series Modeling and Forecasting"-Working Paper.
    9.Doan,T.A(1988):User`s Manual :RATS,Version 3,000.
    10.Grillenzoni,C. (1991) - "Simultaneous Transfer Function versus Vector ARMA Models"-Journal of Forecasting 477-499.
    11.R.W.Hafer,R.G.Sheehan(1989)- "The Sensitivity of VAR Forecasts to Alternative Lag Stru ctures"- International Journal of Forecasting, 399-408.
    12.D.M.Hanssens,L.M.Liu(1983) -"Lag Speafication in Rational Distributed Lag Structural Models"-Journal of Business & Economic Statistics,315-325.
    13.An-Pang Kao(1986)-"The Forecasting Performance of Alternative Techniques:An Application to the Groundfish Prices in the U.S.",Doctoral Thesis,University of Massachusetts.
    14.G.Kitagawa-"State Space Modeling of Nonstationary Time Series and Smoothing of Unequally Spaced Data"-Lecture Notes in Statistics.
    15.S.G.Koreisha(1983)-"Estimation and Forecasting of Equations with Expectaions Variables using multiple Input Transfer Functions "-Time Series analysis:Theory and Practice 4,137-153.
    16.Liu and Hudak(1985)- "Unified Econometric Model Building Uising Simultaneous Transfer Function Equations" in Anderson O.D. (eds) – Time Serier Analysis:Theory and Practice,7,277-288.
    17.Liu and Hanseens (1982)-"Identification of Multiple Input Transfer Function Models",-Communication in Statistics-Theory and method 11,297-314.
    18.Liu Lon-Mu (1987) - "Sales Forecasting using Multi-Equation Transfer Function Models",-Journal of Forecastiong,6,223-238.
    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:[Department of Economics] Theses

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