1. ARIMA vs. ARIMAX - which approach is better to analyze and forecast macroeconomic time series?
Title | ARIMA vs. ARIMAX - which approach is better to analyze and forecast macroeconomic time series? |
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Author info | Peter Ďurka, Silvia Pastoreková |
Author | Ďurka Peter EUBFHIKSA - Katedra štatistiky FHI |
Co-authors | Pastoreková Silvia EUBFHIKSA - Katedra štatistiky FHI |
Source document | Mathematical methods in Economics : proceedings of 30th international conference, 11-13 September 2012, Karviná, Czech Republic. S. 136-140. - Karviná : Silesian University in Opava, School of Business Administration in Karviná, 2012. ISBN 978-80-7248-779-0 |
Note | IGPM 2317123 |
Document kind | schedule of articles from year books |
Language | English |
Country of Edition | Czech Republic |
systematics | 519.86 - Teória ekonomicko-matematických modelov |
Keywords | modely * modely ekonomicko-matematické * modely makroekonomické * rady časové * produkt domáci hrubý * prognózy |
Annotation | ARIMA model, stručná charakteristika. ARIMAX - model s prenosovou funkciou. Model s prenosovou funkciou pre HDP na osobu. Modely ARIMA a ARIMAX. Prognózy HDP na osobu pomocou ARIMA a ARIMAX modelov. |
Public work category | Reports at international scientific conferences |
Database | PUBLIKAČNÁ ČINNOSŤ |
References | (1) - ARTICLES |
No. of Archival Copy | E12 00756-001, kópia plného textu |