Spelling suggestions: "subject:"univariate time series analysis"" "subject:"univariated time series analysis""
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The Effect Of Temporal Aggregation On Univariate Time Series AnalysisSariaslan, Nazli 01 September 2010 (has links) (PDF)
Most of the time series are constructed by some kind of aggregation and temporal
aggregation that can be defined as aggregation over consecutive time periods.
Temporal aggregation takes an important role in time series analysis since the choice
of time unit clearly influences the type of model and forecast results. A totally
different time series model can be fitted on the same variable over different time
periods. In this thesis, the effect of temporal aggregation on univariate time series
models is studied by considering modeling and forecasting procedure via a
simulation study and an application based on a southern oscillation data set.
Simulation study shows how the model, mean square forecast error and estimated
parameters change when temporally aggregated data is used for different orders of
aggregation and sample sizes. Furthermore, the effect of temporal aggregation is also
demonstrated through southern oscillation data set for different orders of
aggregation. It is observed that the effect of temporal aggregation should be taken
into account for data analysis since temporal aggregation can give rise to misleading
results and inferences.
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Growth theories and the persistence of output fluctuations. The case of Austria.Ragacs, Christian, Steinberger, Thomas, Zagler, Martin January 1998 (has links) (PDF)
The paper analyses the degree of output persistence in GDP in order to empirically discriminate between the Solow growth model, the perfect competition endogenous growth model, the imperfect competition endogenous growth model, and the subcase of a multiple equilibria model of endogenous growth for the case of Austria. We find that a temporary shock in the growth rate of output induces a permanent and larger effect on the level of GDP. This leads us to refute the Solow growth model and the perfect competition model. We find strong empirical support for the imperfect competition growth model, but cannot fully rule out the possibility of multiple equilibria growth rates. / Series: Department of Economics Working Paper Series
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Temporal and Spatial Analysis of Water Quality Time SeriesKhalil Arya, Farid January 2015 (has links)
No description available.
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