This paper argued that the stock market should be considered as a complicated nonlinear system.The fluctuations of stock price are positive coherent.then there is persistence and trend in stock price movements.The aut...This paper argued that the stock market should be considered as a complicated nonlinear system.The fluctuations of stock price are positive coherent.then there is persistence and trend in stock price movements.The author analyzed the time series of 180 index with R/S analysis method.The result confirmed the author’s ideas.展开更多
一、农产品价格波动周期划分
本文采用经济周期分析中的经典方法H—P（Hodrick and Prescott）滤波法对农产品价格定基指数进行处理，把价格序列{Yt}分解为趋势成分{YtT}和波动成分{YtC}，并把剔除趋势因素后的价格波动部分{YtC}作为...一、农产品价格波动周期划分
本文采用经济周期分析中的经典方法H—P（Hodrick and Prescott）滤波法对农产品价格定基指数进行处理，把价格序列{Yt}分解为趋势成分{YtT}和波动成分{YtC}，并把剔除趋势因素后的价格波动部分{YtC}作为划分价格周期的依据，并在此基础上考察农产品价格周期长度、周期振幅及频率分布等特征。计量分析软件为Eviews5．0．取x=100。展开更多
文摘This paper argued that the stock market should be considered as a complicated nonlinear system.The fluctuations of stock price are positive coherent.then there is persistence and trend in stock price movements.The author analyzed the time series of 180 index with R/S analysis method.The result confirmed the author’s ideas.
文摘一、农产品价格波动周期划分
本文采用经济周期分析中的经典方法H—P（Hodrick and Prescott）滤波法对农产品价格定基指数进行处理，把价格序列{Yt}分解为趋势成分{YtT}和波动成分{YtC}，并把剔除趋势因素后的价格波动部分{YtC}作为划分价格周期的依据，并在此基础上考察农产品价格周期长度、周期振幅及频率分布等特征。计量分析软件为Eviews5．0．取x=100。
