Statistické, ekonometrické modely a modely založené na stavové formě pro úspory domácností

Kód výsledku v IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F47813059%3A19240%2F01%3A%230001862" target="_blank" >RIV/47813059:19240/01:#0001862 - isvavai.cz</a>

Výsledek na webu

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DOI - Digital Object Identifier

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Jazyk výsledku

angličtina

Název v původním jazyce

Seasonality modelling of time and savings deposits of households by state-space models

Popis výsledku v původním jazyce

Lots of econometric models discussed in the literature are the models that contain trend and error components only. We now present the method seldom used for modelling trend (deterministic component), seasonal and error component using the dynamic modelsin state-space form. Model parameters are time varying Their development is estimated adaptively by the Kalman recursions. In recent years quantitative systems based on the state-space representation have been used. Based on the fact that economic and financial time series of quarterly and monthly or high frequency data contain seasonality, we do not take the seasonality into account, because the econometric model and forecasting method become only second best. A widely used method to incorporate the seasonality into the econometric models is the approach known as the decomposition method.

Název v anglickém jazyce

Seasonality modelling of time and savings deposits of households by state-space models

Popis výsledku anglicky

Lots of econometric models discussed in the literature are the models that contain trend and error components only. We now present the method seldom used for modelling trend (deterministic component), seasonal and error component using the dynamic modelsin state-space form. Model parameters are time varying Their development is estimated adaptively by the Kalman recursions. In recent years quantitative systems based on the state-space representation have been used. Based on the fact that economic and financial time series of quarterly and monthly or high frequency data contain seasonality, we do not take the seasonality into account, because the econometric model and forecasting method become only second best. A widely used method to incorporate the seasonality into the econometric models is the approach known as the decomposition method.

Druh

J_x - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)

CEP obor

IN - Informatika

OECD FORD obor

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Projekt

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Návaznosti

S - Specificky vyzkum na vysokych skolach

Rok uplatnění

2001

Kód důvěrnosti údajů

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Název periodika

EKONOMICKY CASOPIS

ISSN

0013-3035

e-ISSN

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Svazek periodika

2001

Číslo periodika v rámci svazku

49

Stát vydavatele periodika

SK - Slovenská republika

Počet stran výsledku

16

Strana od-do

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Kód UT WoS článku

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EID výsledku v databázi Scopus

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