Time Series Data Modeling and Application

被引:0
|
作者
Gao, He [1 ]
Cai, Xiao-li [2 ]
Fei, Yu [3 ]
机构
[1] Yunnan Univ, Sch Business & Tourism Management, Kunming, Peoples R China
[2] Zhengzhou Inst Aeronaut Ind Management, Dept Business Adm, Zhengzhou, Peoples R China
[3] Yunnan Univ Finance & Econ, Stat & Math Coll, Kunming, Peoples R China
关键词
GDP; Gross exports; Time series; COINTEGRATION;
D O I
10.1007/978-3-642-38427-1_115
中图分类号
C93 [管理学];
学科分类号
12 ; 1201 ; 1202 ; 120202 ;
摘要
We presents some commonly used methods to model the nonstationary time series. Based on these methods, we propose a model to study the relationship between the gross exports and gross domestic product (GDP) from 1982 to 2004 in China. The presented model gives a proper illustration on the relationship between gross exports and GDP.
引用
收藏
页码:1095 / 1101
页数:7
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