三次样条分布滞后模型初探  

Primary investigation of cubic spline distributed lag model

作　　者：司颖华[1] 

机构地区：[1]兰州商学院统计学院,甘肃兰州730020

出　　处：《商丘师范学院学报》2012年第3期23-25,共3页Journal of Shangqiu Normal University

基　　金：国家自然科学基金资助项目(10571014);兰州商学院科研项目(100925)

摘　　要：多项式分布滞后模型常被用来处理有限分布滞后问题,但在有些应用中,对系数的多项式逼近效果不尽如人意.考虑到三次样条函数在局部拟合中的优越性,本文提出三次样条对分布滞后模型中系数的拟合,并通过示例显示了三次样条在拟合系数中的优越性.Polynomial distributed lag model is often used to deal with problem of distributed lag. But the application of it to some case, it is bad that it fitting model coefficient. In view of the superiority of cubic spline function in local fitting, in this paper, I use the cubic spline function fitting coefficient of distributed lag model. The recearch conclusion shows that the cubic spline function is superior to polynomial function.

关 键 词：三次样条 分布滞后模型 逼近 

分 类 号：F224.0[经济管理—国民经济]