On Hierarchic Models for Decade Data with Seasonal Fluctuations

• Autorzy: Maria Szmuksta-Zawadzka , Jan Zawadzki
• Języki publikacji: EN

Abstrakty

EN

In the present paper hierarchic time-series models will be considered with decade fluctuations both for full series and series with unsystematic gaps. A consequence of shortening the period from a month to a decade is an increase in the number of hierarchic regular models. The number of permutations and permutations with repeated divisors of cycle fluctuations, which satisfy the following conditions: they are not less than 2 and not greater than m/2 and their product equals the length of the fluctuation cycle, equals 25.(fragment of text)

Słowa kluczowe

EN

Econometric models; Time-series; Time-series analysis

PL

Modele ekonometryczne; Szeregi czasowe; Analiza szeregów czasowych

• Czasopismo: Dynamic Econometric Models
• Rocznik: 2004
• Tom: 6
• Strony: 64--73

Twórcy

autor

Maria Szmuksta-Zawadzka

• Szczecin University of Technology, Poland

autor

Jan Zawadzki

• Agricultural University of Szczecin

Bibliografia

• Zawadzki, J. (ed.) (2003), Application of hierarchic models of time series for forcasting of economical variables with seasonal fluctuations (in Polish), Agriculture University of Szczecin.
• Szmuksta-Zawadzka, M., Zawadzki, J. (2002), Hierarchic models of time series with seasonal fluctuations. Construction. Estimation. Forecasting, in: Zeliaś, A., Spatial and time modelling and forecasting of economical processes (in Polish), Economic Academy of Cracow.