| 来源类型 | Monograph (IIASA Research Memorandum) |
| 规范类型 | 论文 |
| A Multivariate Time Series Approach to Modelling Macroeconomic Sequences. | |
| Ledolter J | |
| 发表日期 | 1977 |
| 出版者 | IIASA, Laxenburg, Austria: RM-77-033 |
| 出版年 | 1977 |
| 语种 | 英语 |
| 摘要 | In this paper we discuss a multivariate generalization of autoregressive integrated moving average models. A methodology for constructing multivariate time series models is developed and the derivation of forecasts from such models is considered. A bivariate model for Austrian macroeconomic sequences is constructed. Furthermore it is discussed whether multivariate time series methods can be expected to lead to a significant increase in prediction accuracy for macroeconomic series. |
| 主题 | System and Decision Sciences - Core (SDS) |
| URL | http://pure.iiasa.ac.at/id/eprint/782/ |
| 来源智库 | International Institute for Applied Systems Analysis (Austria) |
| 资源类型 | 智库出版物 |
| 条目标识符 | http://119.78.100.153/handle/2XGU8XDN/121361 |
| 推荐引用方式 GB/T 7714 | Ledolter J. A Multivariate Time Series Approach to Modelling Macroeconomic Sequences.. 1977. |
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| 文件名称/大小 | 资源类型 | 版本类型 | 开放类型 | 使用许可 | ||
| RM-77-033.pdf（764KB） | 智库出版物 | 限制开放 | CC BY-NC-SA | 浏览 | ||
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