摘要
传递函数———噪声模型是一类多变量时间序列模型,它在表达系统动态影响机制方面有着独到的优势。本文将这种模型的建模方法应用于经济系统,建立了一个表达产值和出口间动态关系的传递函数———噪声模型。近几个月的实际数据表明模型的拟合是理想的。
The transfer function-noise model is a kind of multivariate time series model which has much advantage in expressing dynamic mechanism of a system. In this paper we applied the method of transfer function-noise model building to economic system and built a model which described the dynamic mechanism between the Gross Industry Product and the Value of Export Goods. The new data of these economic variables proved the method is well fit.
出处
《数理统计与管理》
CSSCI
北大核心
2004年第1期67-71,共5页
Journal of Applied Statistics and Management
