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pro vyhledávání: '"test HEGY"'
Autor:
Yudy Huacani Sucasaca
Publikováno v:
Revista de Investigaciones Altoandinas, Volume: 19, Issue: 3, Pages: 285-294, Published: SEP 2017
La demanda de saldos reales de largo y corto plazo para el Perú, es teóricamente coherente y empíricamente robusta utilizando la metodología de cointegración estacional. La estabilidad de ésta función es de suma importancia para el manejo de l
Autor:
ÖZMEN, Mehmet, ŞANLI, Sera
Publikováno v:
Volume: 20, Issue: 1 187-208
Çukurova Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi
Çukurova Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi
All the studies regarding time series methods are useful only in case the series in interest do not display seasonalpatterns. That is why it is of great importance to take the time series properties of the series like seasonal patternsor trends into
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=tubitakulakb::2a41f0c6551a044586d6076ddda81332
https://dergipark.org.tr/tr/pub/cuiibfd/issue/34473/385979
https://dergipark.org.tr/tr/pub/cuiibfd/issue/34473/385979
Autor:
Mariana Gagea
Publikováno v:
Analele Stiintifice ale Universitatii "Alexandru Ioan Cuza" din Iasi. 54:154-159
The purpose of this paper is to study the identification methods of the nature of the seasonal component of a time series. These methods are represented by the verifying tests of the unit root for the models of seasonal autoregressive processes: the