학술저널
Analysis of Univariate Economic Time Series Data using Spectrum based on Periodogram
Analysis of Univariate Economic Time Series Data using Spectrum based on Periodogram
- 강원대학교 기초과학연구소
- 기초과학연구
- 제5집
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1988.129 - 28 (20 pages)
- 14
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The purpose of this paper is to analyze the spectrum of uaivariate economic time series data using periodogram. The analysis of data in the paper to be described here includes periodogram and spectral analysis based on periodogram, and explored its properties of the method. Numerical examples from several index series are presented to demonstrate the practical results that can be obtained
Summary Ⅰ. Introductlon Ⅱ. Properties of Fourier Transformation Ⅲ. Spectral Analysis using Periodogram Ⅳ. Seasonal Adjustment Ⅴ. Cumulative Periodogram Ⅵ. Numerical Examples and Conclusion References Acknoledgements
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