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Recolector de Ciencia Abierta, RECOLECTA
Research . 2011
License: CC BY NC SA
Data sources: Recolector de Ciencia Abierta, RECOLECTA
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Recolector de Ciencia Abierta, RECOLECTA
Research . 2004
License: CC BY NC SA
Data sources: Recolector de Ciencia Abierta, RECOLECTA
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ARCHIVO DIGITAL PARA LA DOCENCIA Y LA INVESTIGACION
Research . 2004
Data sources: ARCHIVO DIGITAL PARA LA DOCENCIA Y LA INVESTIGACION
Research Papers in Economics
Preprint . 2004
Data sources: Research Papers in Economics
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Estacionalidad determinista y estocástica en series temporales macroeconómicas

descriptionPublicationkeyboard_double_arrow_right Research , Preprint 01 Jan 2004 Spain Spanish
Authors: López de Lacalle Beltrán de Heredia, Javier; Díaz-Emparanza Herrero, Ignacio;

handle: 10810/5684

Estacionalidad determinista y estocástica en series temporales macroeconómicas

Abstract

Basándose en la literatura existente, en este trabajo se propone una metodología para el estudio gráfico y analítico del componente estacional en una serie temporal. El objetivo del análisis es determinar si el componente estacional responde a un comportamiento determinista o estocástico. Se muestran un conjunto de aplicaciones con series de la CAPV y del Estado para las que se define un modelo estadístico que recoge las características observadas en el análisis de la serie.

El primer autor agradece la financiación de la Universidad del País Vasco al grupo de investigación: 9/UPV-00038.321-13503/2001 y del Ministerio de Ciencia y Tecnología y FEDER para el proyecto: BEC2003-02028. El segundo de los autores agradece a la Universidad del País Vasco la ayuda económica ofrecida a través del programa de becas predoctorales.

Country
Spain
Related Organizations
Keywords

MATHEMATICAL AND QUANTITATIVE METHODS, estacionalidad, raíz unitaria, series temporales, series temporales, estacionalidad, raíz unitaria, C32, C22, jel: jel:C32, jel: jel:C22

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
0
Average
Average
Average
Green