由买买提看人间百态

boards

本页内容为未名空间相应帖子的节选和存档,一周内的贴子最多显示50字,超过一周显示500字 访问原贴
Economics版 - Question about time series
相关主题
entrepreneur question限购奶粉
pls recommend a bookTextbook for Time Series ???
my another master piece, haha实际中怎么用GLS实现Cross-sectional, time-series??? (转载)
高手指教:Theoretical v.s. Empirical请教一个问题(关于bibtex)
出一题求助time-series models
hey, guys..a question[合集] 问个time series小儿科问题
international as a field?对于特别远期的预测,time series是不是就不行了?
请教做asset pricing的同行外行问个关于time series的问题
相关话题的讨论汇总
话题: wn话题: ma话题: question话题: process话题: series
进入Economics版参与讨论
1 (共1页)
t*******g
发帖数: 1647
1
I am asked to find two series from actual data.
One is white noise process.
The other is moving average process.
Which kind of process will be WN or MA?
exchange rate or interest rate or inflation rate?????
Puzzled, thanx for help.
p****a
发帖数: 32
2
if you had to make choice between WN and MA, I would suggest MA, it
is not perfect, but better than WN

【在 t*******g 的大作中提到】
: I am asked to find two series from actual data.
: One is white noise process.
: The other is moving average process.
: Which kind of process will be WN or MA?
: exchange rate or interest rate or inflation rate?????
: Puzzled, thanx for help.

1 (共1页)
进入Economics版参与讨论
相关主题
外行问个关于time series的问题出一题
请教如何能找到以下有关中国经济的统计数据hey, guys..a question
大学经济选课问题international as a field?
Question about Panel data regression请教做asset pricing的同行
entrepreneur question限购奶粉
pls recommend a bookTextbook for Time Series ???
my another master piece, haha实际中怎么用GLS实现Cross-sectional, time-series??? (转载)
高手指教:Theoretical v.s. Empirical请教一个问题(关于bibtex)
相关话题的讨论汇总
话题: wn话题: ma话题: question话题: process话题: series