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AN00234610-20080701-0153.pdf
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:application/pdf |
Download
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:1.1 MB
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| Last updated |
:Nov 16, 2021 |
| Downloads |
: 5265 |
Total downloads since Nov 16, 2021 : 5265
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| Title |
| Title |
1次元時系列データの変換(I) : 移動平均からHodrick-Prescottフィルターまで
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| Kana |
1ジゲン ジケイレツ データ ノ ヘンカン (I) : イドウ ヘイキン カラ Hodrick-Prescott フィルター マデ
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| Romanization |
1jigen jikeiretsu deta no henkan (I) : ido heikin kara Hodrick-Prescott firuta made
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| Other Title |
| Title |
On data transformation of time series (I)
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| Creator |
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伊藤, 幹夫
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| Kana |
イトウ, ミキオ
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| Romanization |
Ito, Mikio
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| Affiliation |
慶應義塾大学経済学部准教授
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慶應義塾経済学会
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| Kana |
ケイオウ ギジュク ケイザイ ガッカイ
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| Romanization |
Keio gijuku keizai gakkai
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2008
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三田学会雑誌
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Keio journal of economics
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| Volume |
101
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| Issue |
2
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| Year |
2008
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| Month |
7
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| Start page |
355(153)
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| End page |
371(169)
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| Abstract |
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| Table of contents |
1 はじめに
2 時系列データの変換の実際
3 データ変換に関する一般的議論
4 時系列の変換としての線形フィルター
5 移動平均フィルター
6 Hodrick-Prescottフィルター
7 まとめ
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| History |
| Jun 5, 2014 | | フリーキーワード, 目次, 本文 を変更 |
| Nov 16, 2021 | | Publisher Romanization,JaLCDOI を変更 |
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