经济时间序列中差分的历史研究  

A Study on the History of Difference in the Economic Time Series

作　　者：聂淑媛[1] 

机构地区：[1]西北大学数学与科学史研究中心,西安710127

出　　处：《科学技术哲学研究》2012年第1期70-75,共6页Studies in Philosophy of Science and Technology

基　　金：国家自然科学基金(11001217);教育部人文社科规划项目(10YJA720035)

摘　　要：差分的发展主要经历了3个阶段:继格朗特差分思想的萌芽之后,早期对差分的使用仅限于极其简单的直接比较和描述性说明;试验调查阶段重点讨论了一阶差分的相关性,与统计理论相结合,对差分的使用更注重科学性;变量差分方法的诞生和发展,引导了尤尔创建线性自回归模型以及安德森的高阶差分、序列分解等现代时间序列分析思想。The development of difference has three important stages.After first-difference was firstly introduced by John Graunt,its use in early times was limited to simple concrete comparison and descriptive account.The empirical investing stage mainly discussed the correlation of first difference.Combining with the statistics theory,the difference was used more scientifically.It was the birth and the development of the variate-difference method that introduced some modern time series analysis ideas,such as the linear autoregression model established by George Udny Yule and the nth difference,the decomposition of series proposed by Oskar Anderson.

关 键 词：差分 时间序列 变化 统计 

分 类 号：N09[自然科学总论—科学技术哲学]