 Het gebruik van bewegende gemiddelden voor de analyse van een economische grafiekJ. M. Storch Statistica Neerlandica, 1950, vol. 4, issue 1‐2, 37-53 Abstract: Part A of this paper is devoted to U discussion of the properties of linear operators, briefly called ‘linors’. To the well known series of operators Δ= (1,‐2,1), Δ4= (1,‐4,6‐4,1) etc, a series S2= (1,2,1), S4= (1,4,6,4,1) etc. is made to correspond. The series Δ2k is shown to have a detrimental influence on the trend in a time series, whereas the series S2k will retain the trend but remove random errors and cyclical variations. By combination of Δ‐ and S‐linors a linor is derived which may reasonably be assumed to retain the trend and the cyclical variations but to remove the random errors. Next a simple type of moving average operator is deduced which is adopted as giving the trend alone. By a systematic application of these linors a time series can be split up into a trend, a cyclical vuriation, and a random rest. In part B this analysis is performed with two different economic time‐series, while in part C some general considerutions concerning the degree of regression, the reduction of errors, and the smoothness and fitting of linear operators are developed. Date: 1950 Downloads: (external link) Related works: Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text Persistent link: https://EconPapers.repec.org/RePEc:bla:stanee:v:4:y:1950:i:1-2:p:37-53 Ordering information: This journal article can be ordered from Access Statistics for this article Statistica Neerlandica is currently edited by Miroslav Ristic, Marijtje van Duijn and Nan van Geloven More articles in Statistica Neerlandica from Netherlands Society for Statistics and Operations Research |
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