| 研究生: |
王旭丁 WANG, XU-DING |
|---|---|
| 論文名稱: |
雙率與雙價之預測-時間數列實證分析--時間數列實證分析-- |
| 指導教授: |
高安邦
GAO, AN-BANG |
| 學位類別: |
碩士
Master |
| 系所名稱: |
社會科學學院 - 經濟學系 Department of Economics |
| 論文出版年: | 1992 |
| 畢業學年度: | 80 |
| 語文別: | 中文 |
| 論文頁數: | 83 |
| 中文關鍵詞: | 時間數列 、雙率 、雙價 |
| 相關次數: | 點閱:159 下載:0 |
| 分享至: |
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第一章前言..........1
第二章時間數列預測模型..........3
第一節聯立轉移函數模型(STF)..........3
第二節狀況空間模型(SS)..........15
第三節向量自我迴歸模型(VAR)..........24
第四節理論模型比較..........31
第三章雙率與雙價之預測..........33
第一節STF模型實證分析..........35
第二節SS模型實證分析..........46
第三節VAR模型實證分析..........55
第四節模型實證分析..........63
第四章結論..........70
參考文獻..........76
1. 王尚義一「落霞與孤驚」一水牛文庫,民國72 年。
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(限達賢圖書館四樓資訊教室A單機使用)