首页   按字顺浏览 期刊浏览 卷期浏览 Het gebruik van bewegende gemiddelden voor de analyse van een economische grafiek
Het gebruik van bewegende gemiddelden voor de analyse van een economische grafiek

 

作者: J. M. Storch,  

 

期刊: Statistica Neerlandica  (WILEY Available online 1950)
卷期: Volume 4, issue 1‐2  

页码: 37-53

 

ISSN:0039-0402

 

年代: 1950

 

DOI:10.1111/j.1467-9574.1950.tb00411.x

 

出版商: Blackwell Publishing Ltd

 

数据来源: WILEY

 

摘要:

SummaryPart A of this paper is devoted to U discussion of the properties of linear operators, briefly called ‘linors’. To the well known series of operatorsΔ= (1,‐2,1), Δ4= (1,‐4,6‐4,1) etc, a series S2= (1,2,1), S4= (1,4,6,4,1) etc. is made to correspond. The series Δ2kis shown to have a detrimental influence on the trend in a time series, whereas the series S2kwill retain the trend but remove random errors and cyclical variations. By combination of Δ‐ and S‐linors a linor is derived which may reasonably be assumed to retain the trend and the cyclical variations but to remove the random errors.Next a simple type of moving average operator is deduced which is adopted as giving the trend alone. By a systematic application of these linors a time series can be split up into a trend, a cyclical vuriation, and a random rest.In part B this analysis is performed with two different economic time‐series, while in part C some general considerutions concerning the degree of regression, the reduction of errors, and the smoothness and fitting of linear oper

 

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