JER, 第 9 卷Hanyang Economic Research Institute in collaboration with Hanyang University College of Business and Economics, 2004 |
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第 1 到 3 筆結果,共 33 筆
第 30 頁
... subset structure is allowed in AR modelling [ see Yu and Lin ( 1991 ) ] . Subset AR models are often useful to describe the behaviour of a time series , which may have some form of periodic be- haviour , such as seasonal activity . Most ...
... subset structure is allowed in AR modelling [ see Yu and Lin ( 1991 ) ] . Subset AR models are often useful to describe the behaviour of a time series , which may have some form of periodic be- haviour , such as seasonal activity . Most ...
第 31 頁
... subset AR models with an intercept variable , so that the estimates of the intercept variable and the coefficient parameters can be updated with each new observation . The other is for subset models without an intercept variable . While ...
... subset AR models with an intercept variable , so that the estimates of the intercept variable and the coefficient parameters can be updated with each new observation . The other is for subset models without an intercept variable . While ...
第 49 頁
... subset AR models without an intercept variable ( that is the algorithm presented in section 2 ) . All the data in these examples are in logarithms . Aluminium price series For the aluminium price series we begin the analysis by first ...
... subset AR models without an intercept variable ( that is the algorithm presented in section 2 ) . All the data in these examples are in logarithms . Aluminium price series For the aluminium price series we begin the analysis by first ...
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