利用传递函数——噪声模型表达经济变量间的动态影响机制  

Expressing the dynamic mechanism between economic variables by using the transfer function-noise model

作　　者：类淑河[1] 

机构地区：[1]青岛海洋大学数学系,青岛266071

出　　处：《数理统计与管理》2004年第1期67-71,共5页Journal of Applied Statistics and Management

摘　　要：传递函数———噪声模型是一类多变量时间序列模型,它在表达系统动态影响机制方面有着独到的优势。本文将这种模型的建模方法应用于经济系统,建立了一个表达产值和出口间动态关系的传递函数———噪声模型。近几个月的实际数据表明模型的拟合是理想的。The transfer function-noise model is a kind of multivariate time series model which has much advantage in expressing dynamic mechanism of a system. In this paper we applied the method of transfer function-noise model building to economic system and built a model which described the dynamic mechanism between the Gross Industry Product and the Value of Export Goods. The new data of these economic variables proved the method is well fit.

关 键 词：传递函数-噪声模型 时间序列模型 转移函数 动态影响机制 经济系统 

分 类 号：O211.61[理学—概率论与数理统计]