FORECASTING TIME-SERIES WITH TRADING DAY VARIATION

被引：15

作者：

HILLMER, SC

机构：

来源：

关键词：

D O I：

10.1002/for.3980010406

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：385 / 395

页数：11

共 10 条

[1]

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[2]

Box G.E.P., 1976, TIME SERIES ANAL

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TIAO, GC .

[4]

CLEVELAND WP, 1980, CALENDAR EFFECTS MON

CLEVELAND, WS ;

DEVLIN, SJ .

[6] ANALYSIS OF TIME-SERIES WITH CALENDAR EFFECTS [J].

LIU, LM .

[7] MEASURE OF LACK OF FIT IN TIME-SERIES MODELS [J].

LJUNG, GM ;

BOX, GEP .

PIERCE, DA .

[9]

THOMPSON HE, BELL J EC MANAGEMENT, V2, P515

[10]

YOUNG AH, 1965, 12 BUR CENS TECHN PA