- Tytuł:
-
Składowa γt modelu AARCH rozwoju gospodarczego
Component of Asymmetry γt of AARCH Model of Economic Development - Autorzy:
- Janiga-Ćmiel, Anna
- Powiązania:
- https://bibliotekanauki.pl/articles/587976.pdf
- Data publikacji:
- 2014
- Wydawca:
- Uniwersytet Ekonomiczny w Katowicach
- Tematy:
-
Modele ekonometryczne
Rozwój gospodarczy
Rozwój gospodarczy państwa
Econometric models
Economic development
Economic development of the country - Opis:
- In the volatility of economic development as in any other phenomenon, a regular component and an incidental component can be distinguished. The former consolidates main factors while the latter is related to random factors. It can be achieved by constructing a precise model, where the random factor isn't statistically significant. The economic development was described by means of model ARMA(1,1). Subsequently, model AARCH(3,2) was used to characterize all kinds of variations. The components of this model were examined and attention was paid to any delays which occur in the creation of the trend and amplitude.
- Źródło:
-
Studia Ekonomiczne; 2014, 191; 24-36
2083-8611 - Pojawia się w:
- Studia Ekonomiczne
- Dostawca treści:
- Biblioteka Nauki
Artykuł