Time Series Analysis of China’s Price Level
نویسندگان
چکیده
منابع مشابه
a time-series analysis of the demand for life insurance in iran
با توجه به تجزیه و تحلیل داده ها ما دریافتیم که سطح درامد و تعداد نمایندگیها باتقاضای بیمه عمر رابطه مستقیم دارند و نرخ بهره و بار تکفل با تقاضای بیمه عمر رابطه عکس دارند
Price Time Series Long Memory Analysis and Prediction Study
The R/S test has been extensively used in testing the long memory of financial time series, but little attentions have been paid on its validity. The paper sets the chemical raw materials styrene price time series as an example, to test the stable of the price series. It indicates that we should give prudent explanation for the R/S test, and then establish the ARFIMA model to determine the data...
متن کاملData Mining In Oil Price Time Series Analysis
This paper sums up the applications of statistic models such as ARCH-family models, cointegration theory and Granger causality etc in oil price time series analysis and introduces the method of data mining combined with statistic knowledge to analysis oil price time series. In addition, the paper also explains advantages, functions, relevant technologies of this method and its potential applica...
متن کاملTidal prediction using time series analysis of Buoy observations
Although tidal observations which are extracted from coastal tide gages, have higher accuracy due to their higher sampling rate, installing these types of gages can impose some spatial limitation since we cannot use every part of sea to install them. To solve this limitation, we can employ satellite altimetry observations. However, satellite altimetry observations have lower sampling rate. Acco...
متن کاملPrediction of Stock Price using Particle Swarm Optimization Algorithm and Box-Jenkins Time Series
The purpose of this research is predicting the stock prices using the Particle Swarm Optimization Algorithm and Box-Jenkins method. In this way, the information of 165 corporations is collected from 2001 to 2016. Then, this research considers price to earnings per share and earnings per share as main variables. The relevant regression equation was created using two variables of earnings per sha...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Statistics and Application
سال: 2018
ISSN: 2325-2251,2325-226X
DOI: 10.12677/sa.2018.71010