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? |
|---|---|
| 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 |
| (1) - ARTICLES | |
| No. of Archival Copy | E12 00756-001, kópia plného textu |