- Tytuł:
-
Zastosowanie analizy harmonicznej do badania zmienności cen produktów rolnych
The Application of Harmonic Analysis to Examine the Variation in the Prices of Agricultural Products - Autorzy:
- Gędek, Stanisław
- Powiązania:
- https://bibliotekanauki.pl/articles/1849657.pdf
- Data publikacji:
- 2020-05-12
- Wydawca:
- Katolicki Uniwersytet Lubelski Jana Pawła II. Towarzystwo Naukowe KUL
- Tematy:
-
analiza harmoniczna
szeregi czasowe
ceny rolne
harmonic analysis
temporal series
agricultural prices - Opis:
- Harmonic analysis (spectral, Fourier) is especially useful to study the stochastic structure of the temporal series, for it does not require any apriori presuppositions with regards to its parameters. In the present study two temporal series have been analysed. They concerned weekly quotations of two agricultural products (wheat, piglets) from one market in the period of 8 years (416 observations). Harmonic analysis appeared to be a comfortable and effective tool by means of which to identify the structure of the series under study; the model built on the basis of this analysis permitted us to explain over 80% of variability in those series. Therefor we could formulate a conclusion that in the case of the two series the dominating role was is played by long-term cyclical fluctuations, clearer in the case of the prices for piglets. Now in the temporal series of the wheat prices the seasonal fluctuations are clearer.
- Źródło:
-
Roczniki Nauk Społecznych; 2006, 34, 3; 303-322
0137-4176 - Pojawia się w:
- Roczniki Nauk Społecznych
- Dostawca treści:
- Biblioteka Nauki
Artykuł