日期精度：到日 443 篇 · 到月 1337 篇 · 到年 54 篇 · 未提供 1 篇
时间序列预测误差研究
Parametric and nonparametric procedures for the prediction of a time series are discussed. In each case the increase in the mean squared error of prediction, over its minimum level, due to the use of estimated spectra is assessed. The fitting of simple parametric models as approximations is also discussed.
时间序列时间聚合的渐近行为
The problem of modelling and forecasting temporal aggregates of time series is discussed. Let zt be the basic series and xT be the m-component temporal aggregatos. Forecasts of future xT may be constructed from data on (i) zt or (ii) xT. It is shown that, for large m, there is no gain in using the basic data if zt is stationary, but considerable gain can be obtained when zt is nonstationary.
构造经济预测经验置信限的简便方法
A simple method for the construction of empirical confidence intervals for time series forecasts is described. The procedure is to go through the series making a forecast from each point in time. The comparison of these forecasts with the known actual observations will yield an empirical distribution of forecasting errors. This distribution can then be used to set confidence intervals for subsequent forecasts. The technique appears to be particularly useful when the…
1954 年与 1963 年大都市地区零售销售的决定因素
This article presents several specifications of a retail sales model to explain the differential sales of retail goods and services in large Standard Metropolitan Statistical Areas in 1954 and 1963. Stepwise regression is employed and some hitherto unused regressors such as local government expenditures and taxes are introduced to compare different forms of the model specification. Tests on the stability of the relevant elasticities obtained in the model over time and on the…
1954年与1963年大型都市区零售销售的决定因素
This article presents several specifications of a retail sales model to explain the differential sales of retail goods and services in large Standard Metropolitan Statistical Areas in 1954 and 1963. Stepwise regression is employed and some hitherto unused regressors such as local government expenditures and taxes are introduced to compare different forms of the model specification. Tests on the stability of the relevant elasticities obtained in the model over time and on the…
季度与年度总量储蓄函数的预测准确性
Aggregate saving functions have been grouped into several models which have similar theoretical underpinnings. They are then tested under criteria pertaining to their predictive accuracy and their economic reasonableness. It is found that saving is predicted much more accurately when it includes net investment in consumer durables (i.e., “use value” saving, D S) as opposed to when it is defined as only personal saving (S). In predicting D S, the functions which use current…
季度与年度总量储蓄函数的预测准确性
Aggregate saving functions have been grouped into several models which have similar theoretical underpinnings. They are then tested under criteria pertaining to their predictive accuracy and their economic reasonableness. It is found that saving is predicted much more accurately when it includes net investment in consumer durables (i.e., “use value” saving, D S) as opposed to when it is defined as only personal saving (S). In predicting D S, the functions which use current…
重新评价厂房与设备投资预期的预测能力
This article suggests that anticipations alone do a better job of forecasting business plant and equipment expenditures than fitted functions which include only non-anticipatory data. Anticipations can also make a significant contribution in the presence of such data. Since previously published studies have come to different conclusions, the focus of this article is an evaluation of the methodology and results of those studies.
厂房与设备投资预期预测能力的重新评估
This article suggests that anticipations alone do a better job of forecasting business plant and equipment expenditures than fitted functions which include only non-anticipatory data. Anticipations can also make a significant contribution in the presence of such data. Since previously published studies have come to different conclusions, the focus of this article is an evaluation of the methodology and results of those studies.
生猪日度价格与数量预测：不同预测技术的比较
Relatively few investigations treat the problem of short-run or daily price and quantity variations. This study concerns forecasting daily hog prices and quantities in selected terminal markets in the U. S. by using various causal and noncausal models. The purpose is to examine the economic and mathematical characteristics of the time series data, and then compare the developed models in terms of their forecasting ability. The performance of each model is evaluated using the…
每日生猪价格与数量预测：不同预测技术的比较
Relatively few investigations treat the problem of short-run or daily price and quantity variations. This study concerns forecasting daily hog prices and quantities in selected terminal markets in the U. S. by using various causal and noncausal models. The purpose is to examine the economic and mathematical characteristics of the time series data, and then compare the developed models in terms of their forecasting ability. The performance of each model is evaluated using the…
季度投资行为计量模型的预测表现
In this paper four alternative quarterly econometric models of investment behavior are compared with regard to predictive performance. Predictive performance may be assessed in two ways: (i) We compare prediction errors for a period of prediction with errors for a period of fit. (ii) We fit investment functions for both periods and test for structural change. These two procedures may be viewed as alternative tests of the hypothesis of structural change; the second is more…
季度投资行为的替代计量模型比较
In this paper four alternative quarterly econometric models of investment behavior are fitted to a common set of data for individual manufacturing industries in the United States. Goodness of fit and absence of autocorrelation of errors are used as a basis for comparison of the performance of the alternative models. The econometric models are compared with each other and with alternative explanations of data on investment based on surveys of anticipated investment and on…
消费者态度数据的预测准确性
This note evaluates the forecasting accuracy of the index of consumer sentiment constructed by the Michigan Survey Research Center. For the most part, other analyses have focused on the interpretation which should be given to an attitude variable or broadly described movements of the index of consumer sentiment in the vicinity of cyclical turning points. None of the studies have compared the accuracy of equations in which the attitude index is an independent variable against…
消费者态度数据的预测准确性
This note evaluates the forecasting accuracy of the index of consumer sentiment constructed by the Michigan Survey Research Center. For the most part, other analyses have focused on the interpretation which should be given to an attitude variable or broadly described movements of the index of consumer sentiment in the vicinity of cyclical turning points. None of the studies have compared the accuracy of equations in which the attitude index is an independent variable against…
非平稳信号的滤波
Summary We observe a record consisting of a “signal” plus “noise” up to the time instant t, and wish to extract the value of the signal at the time instant (t + m) by means of a linear filter. Here, m may be positive (corresponding to “prediction”) or negative (corresponding to “smoothing”). In this paper we consider the case where both the signal and noise processes are non-stationary and possess evolutionary spectral representations. Using this approach we obtain a close…
用于因果分析与规划的新型收入不平等度量
A new system of inequality indicators is introduced in the paper. It has been elaborated for measuring income inequalities, but can serve as inequality measures for other phenomena as well. The new indicators not only measure the degree of the inequality but are also suitable for measuring its economic motivation. Properties of the new measures, including large sample properties of their estimators, are discussed. The case of the lognormal distribution is of special…
企业利润的行业研究
A corporate profits function is first developed in which gross profits depend positively on unlagged current dollar sales and capacity utilization rates and negatively on lagged sales. This function is tested for all two-digit manufacturing industries. It is found that the estimates differ substantially but similar results can be grouped into primarily competitive and primarily oligopolistic industries. Further testing with unit labor costs as an additional independent…
随机滞后与分项构成时间序列的参数及关系
A model is constructed for three related time series: an inflow, a stock, and an outflow. The inflow and outflow time series are related via a truly stochastic distributed lag and the three time series are viewed as cumulations of a random number of units of randomly determined size. Among the interesting results are the serial correlations of the stock and outflow time series viewed singly and the cross and cross serial correlations between outflow in t and stock at t -1,…
非平稳过程的预测
Summary We consider the problem of linear least-squares prediction for a class of non-stationary processes which possess “evolutionary spectral representations”. It is shown that, under certain conditions, such processes admit moving-average representations in terms of time-dependent coefficients. This feature enables us to develop a close analogue of the Wiener–Kolmogorov approach to the corresponding problem for stationary processes.
数据修订与经济预测
The paper determines whether the earliest published indication of changes in GNP provide information which is useful in the interpretation of economic trends or whether subsequent revisions reveal that the true movements were radically different from those initially reported. An analysis of the provisional and advance data indicated that the initial changes differed from the final changes but still approximated the true pattern of the movements. Some of the data revisions,…