Discussion on Establishing Time Series Integrated Forecasting Model Supported with Eviews Software

摘要：

When a time series has both long-term trend and seasonal components, we should make integrated forecasting models to describe the time series. If there are some models available for describing long-term trend, we can use Eviews software which provide some statistics indicators to choose the appropriate model. The approach of analyzing and modeling is that: firstly compute seasonal indexes and use them to deseasonalize the data; then make trend model of the deseasonalized data to estimate the trend component; finally integrate the two components.

关键词： Long-term Trend Model Eviews Software Seasonal Adjustments

作者: SONG Tingshan

作者单位: School of Statistics and Mathematics, Shandong Economic University, Jinan, P.R.China, 250014

会议类型: 国际会议

会议名称: 2008年国际应用统计学术研讨会(2008 International Institute of Applied Statistics Studies)

会议地点: 烟台

会议语种:英文

页码: 1-5

在线出版日期: 2008-08-14（万方平台首次上网日期，不代表论文的发表时间）