Time series models and their applications in corporate economics
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F60460709%3A41110%2F05%3A11284" target="_blank" >RIV/60460709:41110/05:11284 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
Time series models and their applications in corporate economics
Original language description
The paper has a methodological character. It gives a brief overview of some recent statistical models based on time series analysis and discusses how they can provide an effective tool for modelling economic data collected over a period of time. These models constitute a very flexible approach to analyzing and forecasting time series data arising in corporate economics and other fields. This contribution presents the basic features of selected time series models and their specific advantages and disadvantages. The main attention is paid to the so-called adaptive forecasting models and the technique of combined forecasts.
Czech name
Modely časových řad a jejich využití v podnikové ekonomice
Czech description
The paper has a methodological character. It gives a brief overview of some recent statistical models based on time series analysis and discusses how they can provide an effective tool for modelling economic data collected over a period of time. These models constitute a very flexible approach to analyzing and forecasting time series data arising in corporate economics and other fields. This contribution presents the basic features of selected time series models and their specific advantages and disadvantages. The main attention is paid to the so-called adaptive forecasting models and the technique of combined forecasts.
Classification
Type
D - Article in proceedings
CEP classification
BB - Applied statistics, operational research
OECD FORD branch
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Result continuities
Project
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Continuities
Z - Vyzkumny zamer (s odkazem do CEZ)
Others
Publication year
2005
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Article name in the collection
Economy and management of enterprises in transition economies in the global market environment
ISBN
80-7194-806-3
ISSN
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e-ISSN
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Number of pages
3
Pages from-to
203-205
Publisher name
University of Pardubice
Place of publication
Pardubice
Event location
Lázně Bohdaneč
Event date
Jun 29, 2005
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
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