Regresní analýza nestacionárních ekonomických časových řad

Regressive Analysis of Non-stationary Economic Time Series

Josef Arlt

Politická ekonomie, 1997, vol. 1997, issue 2, 281-290

Abstract: The goal of article is to explain the integrated process and stochastic trend like an origin of seeming regression and clarifies a way of detection. The first part contains a description and clarification of stationer and non-stationer attributes of generating process in time series. The second parts depict a seeming regression and newest knowledge about this problems obtained by an application of simulation studies.

Date: 1997
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DOI: 10.18267/j.polek.280

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