Analysis of Univariate Economic Time Series Data using Spectrum based on Periodogram

• 영문명: Analysis of Univariate Economic Time Series Data using Spectrum based on Periodogram
• 발행기관: 강원대학교 기초과학연구소
• 저자명: YONG- WOON YOON9
• 간행물 정보: 『기초과학연구』제5집, 9~28쪽, 전체 20쪽
• 주제분류: 자연과학 > 자연과학일반
• 파일형태: PDF
• 발행일자: 1988.12.01

영문 초록

The purpose of this paper is to analyze the spectrum of uaivariate economic time series data using periodogram. The analysis of data in the paper to be described here includes periodogram and spectral analysis based on periodogram, and explored its properties of the method. Numerical examples from several index series are presented to demonstrate the practical results that can be obtained

목차

Summary

Ⅰ. Introductlon

Ⅱ. Properties of Fourier Transformation

Ⅲ. Spectral Analysis using Periodogram

Ⅳ. Seasonal Adjustment

Ⅴ. Cumulative Periodogram

Ⅵ. Numerical Examples and Conclusion

References

Acknoledgements