國立臺灣大學經濟學系Department of Economics, National Taiwan University管中閔2017-09-082018-06-282017-09-082018-06-281999-03http://ntur.lib.ntu.edu.tw//handle/246246/282192本文討論定態與非定態時間數列模型設定所衍生的一些問題, 並介紹一種包含了定態與非定態數列為特例的新時間數列: 準非定態數列。 本文也指出一些未來可能的研究方向。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.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 trendStochastic trendNonstationary seriesSemi-nonstationary seriesjournal article