- Tytuł:
- On Prediction of Time Series on the Basis of Rank Correlation Coefficients
- Autorzy:
- Wywiał, Janusz L.
- Powiązania:
- https://bibliotekanauki.pl/articles/587778.pdf
- Data publikacji:
- 2014
- Wydawca:
- Uniwersytet Ekonomiczny w Katowicach
- Tematy:
-
Metody statystyczne
Statystyka matematyczna
Szeregi czasowe
Mathematical statistics
Statistical methods
Time-series - Opis:
- In the paper the problem of prediction of a time series is considered. Time series observations can be measured on order scale. On the basis of observed ranks of values of the variables observed in the past periods a forecast of the rank of the observation in the future period is determined. The proposed method results from the derivation of the distribution of the well known Kendall's rank coefficient. The paper was inspired by a lecture of Jean H.P. Paelinck who gave it at the University of Economics in Katowice when he received the title of doctor honoris causa of the University in 1987.
- Źródło:
-
Studia Ekonomiczne; 2014, 189; 19-26
2083-8611 - Pojawia się w:
- Studia Ekonomiczne
- Dostawca treści:
- Biblioteka Nauki
Artykuł