Some Issues in Time Series Model Specification
Resource
經濟論文叢刊, 27(1), 001-017
Journal
經濟論文叢刊
Journal Volume
27
Journal Issue
1
Pages
001-017
Date Issued
1999-03
Date
1999-03
Author(s)
Abstract
In this paper we discuss some issues concerning time series model specifications and introduce a new time series, a semi-nonstationary series, which includes stationary and nonstationary series as special cases. Future research directions are also suggested.
Subjects
確定性時間趨勢
隨機趨勢
非定態時間數列
準非定態時間數列
Deterministic trend
Stochastic trend
Nonstationary series
Semi-nonstationary series
Type
journal article