This paper describes the methodology of singular spectrum analysis (SSA) and demonstratethat it is a powerful method of time series analysis and forecasting,particulary for economic time series.The authors consider th...This paper describes the methodology of singular spectrum analysis (SSA) and demonstratethat it is a powerful method of time series analysis and forecasting,particulary for economic time series.The authors consider the application of SSA to the analysis and forecasting of the Iranian nationalaccounts data as provided by the Central Bank of the Islamic Republic of Iran.展开更多
基金supported by a grant (No. 88/121230) from Institute for Trade StudiesResearch (ITSR), Tehran, Iran
文摘This paper describes the methodology of singular spectrum analysis (SSA) and demonstratethat it is a powerful method of time series analysis and forecasting,particulary for economic time series.The authors consider the application of SSA to the analysis and forecasting of the Iranian nationalaccounts data as provided by the Central Bank of the Islamic Republic of Iran.
