| 研究生: |
劉明得 |
|---|---|
| 論文名稱: |
含有外生變數(exogenous)之向量ARIMA模式分析與應用 |
| 指導教授: | 吳柏林 |
| 學位類別: |
碩士
Master |
| 系所名稱: |
商學院 - 統計學系 Department of Statistics |
| 論文出版年: | 1991 |
| 畢業學年度: | 79 |
| 語文別: | 中文 |
| 論文頁數: | 81 |
| 相關次數: | 點閱:227 下載:0 |
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第一章 緒論--------------------1
第一節 前言--------------------1
第二節 文獻回顧--------------------2
第三節 論文結構--------------------4
第二會 向量時間數列基本觀念與特性--------------------6
第一節 前言--------------------6
第二節 向量時間數列基本觀念--------------------6
第三節 建立平穩向量時間數列之程序--------------------7
第四節 向量時間數列特性分析--------------------8
第三章 向曼時間數列模型之認定準則--------------------15
第一節 前言--------------------15
第二節 S C C M--------------------15
第三節 P A (k) 與P (k) 之差異--------------------17
第四節 ESCC 矩陣函數--------------------24
第四章 實證分析--------------------30
第一節 數列穩定性之確認--------------------31
第二節 初步模型建立--------------------32
第三節 模型之估計--------------------33
第四節 模型之診斷檢定--------------------35
第五節 與一最佳單變量時間數列比較配適程度--------------------35
第六節 預測--------------------37
第五章 結論與建議--------------------39
附表--------------------41
附圖--------------------74
參考文獻--------------------79
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。
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