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21.
在调查了国家邮政局在纪特邮票发行过程中的具体操作和分析了纪特邮票数据本身的特点后 ,采用社会统计学中的时间序列分析法分析了我国近 2 0年来纪特邮票预定量数据 ,提出了 3个纪特邮票预定量的数学模型 ,预测了今后几年纪特邮票预定量数据。通过对数学模型的求解 ,获得一些纪特邮票发行内在规律 ,而这些规律对决策结构在决策过程中有一定的参考作用。 相似文献
22.
Jamal R. M. Ameen 《Journal of forecasting》1992,11(4):309-324
A complete dynamic model is introduced within the Bayesian framework. This includes the dynamic linear model and the normal discount Bayesian model as special cases and extends to some well-known models with nonlinear predictors. A number of practically important models are formulated and simple recurrence formulas, similar to those of Kalman, are used in the sequential estimation of the parameters. Finally, a number of practical examples and applications are given. 相似文献
23.
This paper derives the best linear unbiased predictor for a one-way error component model with serial correlation. A transformation derived by Baltagi and Li (1991) is used to show how the forecast can be easily computed from the GLS estimates and residuals. This result is useful for panel data applications which utilize the error component specification and exhibit serial correlation in the remainder disturbance term. Analytical expressions for this predictor are given when the remainder disturbances follow (1) an AR(1) process, (2) an AR(2) process, (3) a special AR(4) process for quarterly data, and (4) an MA(1) process. 相似文献
24.
将上海证券交易所上市交易的股票分成十组,选取其中的极大和极小市值组合,采用向量自回归模型(VAR)分析收益、波动及日内买卖不平衡对大盘股和小盘股流动性的动态影响以及两类股票流动性的相互影响。实证结果表明,大盘股和小盘股的流动性存在着显著的正相关关系,且在同期都受到收益和波动的影响。两个组合的流动性不存在显著的领先——滞后关系,它们对前期的收益、波动和买卖不平衡变化存在不同的反应模式。 相似文献