| 利用传递函数——噪声模型表达经济变量间的动态影响机制 |
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| 引用本文： | 类淑河.利用传递函数——噪声模型表达经济变量间的动态影响机制[J].数理统计与管理,2004,23(1):67-71. |
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| 作者姓名： | 类淑河 |
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| 作者单位： | 青岛海洋大学数学系,青岛,266071 |
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| 摘 要： | 传递函数———噪声模型是一类多变量时间序列模型,它在表达系统动态影响机制方面有着独到的优势。本文将这种模型的建模方法应用于经济系统,建立了一个表达产值和出口间动态关系的传递函数———噪声模型。近几个月的实际数据表明模型的拟合是理想的。
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| 关 键 词： | 传递函数 转移函数 ARIMA模型 时间序列模型 出口 |
| 文章编号： | 1002-1566(2004)01-0067-05 |
| 修稿时间： | 2002年3月15日 |
Expressing the dynamic mechanism between economic variables by using the transfer function-noise model |
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| LEI Shu-he.Expressing the dynamic mechanism between economic variables by using the transfer function-noise model[J].Application of Statistics and Management,2004,23(1):67-71. |
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| Authors: | LEI Shu-he |
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| Abstract: | The transfer function-noise model is a kind of multivariate time series model which has much advantage in expressing dynamic mechanism of a system. In this paper we applied the method of transfer function-noise model building to economic system and built a model which described the dynamic mechanism between the Gross Industry Product and the Value of Export Goods. The new data of these economic variables proved the method is well fit. |
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| Keywords: | Transfer function ARIMA model export goods |
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