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时间序列模型描述个体经济发展趋势的局限性及改进方法

Limitations and Improving Methods of Individual Economic Developing Trend Represented by Time Series Models
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摘要 趋势是经济时间序列最主要的特征之一。利用时间序列模型不仅能够分析经济序列的趋势,同时还可以进行预测。但利用时间序列模型对总体的经济趋势的估计不能用来描述个体的经济趋势。因此,研究描述个体经济趋势的改进方法是必要的。 Trend is one of the most important characters of economic time series, Economic trend may be analyzed and forecasted, using by time series models, But an estimator of a population economic trend from time series models, can not well represent individual economic trend, Therefore, it is necessery to study the improving methods of individual economic trend.
作者 杨贵军
出处 《现代财经(天津财经大学学报)》 CSSCI 北大核心 2006年第7期56-59,共4页 Modern Finance and Economics:Journal of Tianjin University of Finance and Economics
基金 天津市2005年度社科研究规划项目成果 项目编号TJ05-TJ002
关键词 发展趋势 时间序列 时间序列模型 个体经济 Trend Time Series Time Series Models
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