Šalies makroekonominių rodiklių modeliavimo ypatumai
| Year | Volume | Start Page | End Page |
|---|---|---|---|
2007 | 47 | 425 | 433 |
| URI | Access Rights |
|---|---|
| https://hdl.handle.net/20.500.14911/145100 | |
| Straipsnis | Viso teksto dokumentas (atviroji prieiga) / Full Text Document (Open Access) |
Straipsnis skirtas sezonines komponentes eliminavimo metodq ir Lietuvos makroekonominiu rodiklių laiko eilučių sezoniškumo jtakos ekonometnniu modelių analizei Nagrinėjami deterministinis, TRAMO-SriATS ir ARIMA-X-12 sezonines komponentes eliminavimo metodai, teteikiami rezultatai, rodantys modeliuojamu ir aiškinamųjų rodikliu sezonines komponentės eliminavimo nauda, siekiant pagerinti sudaromu modeliu ir apskaičiuojamu prognozių tikslumą.
Economic time series have rcpeaiable or non-rcpeatable fluctuation. A pattern of a lime series, which repeats at regular intervals every year, same direction, and simitar magnitude is defined as seasonality The seasonal component represents intra-year fluctuations that arc пюге or less stable year alter in a time series. Possible causes of these variations are a systematic and calendar related effects and include natural factors (for instance seasonal weather patterns), administrative measures I tor example the starting and ending dates of the school year), social/cultural/religious traditions (fixed holiday s such as Christmas), the length о I the months (28, 29, 30 or 31 days) or quarters (90,91 or 92 days). Analysts, economists, police makers use time scries to make conclusions and decisions in respective area. They tray to identify important features of economic series such as short term changes, directions, turning points and consistency between other economic indicators. These points are usually in interest. Sometimes seasonal movements can make these features difficult to see and this type of analysis is not easy using raw time scries data. Deterministic, TRAMO-SEATS and ARIMA-X-12 seasonal adjustment methods arc analysed in this article. 1600 time scries were simulated for solving which seasonal adjustment method is precise TRAMO-SEATS and ARIMA-X-12 both perform similarly for the simulated series.