Procedury testowania w badaniu stacjonarności szeregów czasowych procesów ekonomicznych
| dc.contributor.author | Könze, Egon | |
| dc.date.accessioned | 2017-12-15T18:08:54Z | |
| dc.date.available | 2017-12-15T18:08:54Z | |
| dc.date.issued | 1982 | |
| dc.description.abstract | The aim of this paper is to present some useful techniques of stationarity analysis of time — series concerning economic processes. According to the first technique time — series is divided into two parts and then t-test and F-test are used for each of them. If a zero-hypothesis of statistically nonessential differences between compared parameters accepted, stationarity of time — series is proved. It means that mean value and variance of this stochastic process are time — independent. ... According to the second proposed technique a hypothesis of consistency of distributions in both parts of time — serie is verified by means of χ2 — test and Kolomogorov-Smirnov-test. Testing procedures are based on the empirical data on market processes in the GDR | pl |
| dc.description.sponsorship | Digitalizacja i deponowanie archiwalnych zeszytów RPEiS sfinansowane przez MNiSW w ramach realizacji umowy nr 541/P-DUN/2016 | pl |
| dc.identifier.citation | Ruch Prawniczy, Ekonomiczny i Socjologiczny 44, 1982, z. 2, s. 99-110 | pl |
| dc.identifier.issn | 0035-9629 | |
| dc.identifier.uri | http://hdl.handle.net/10593/20832 | |
| dc.language.iso | pol | pl |
| dc.publisher | Wydział Prawa i Administracji UAM | pl |
| dc.rights | info:eu-repo/semantics/openAccess | pl |
| dc.title | Procedury testowania w badaniu stacjonarności szeregów czasowych procesów ekonomicznych | pl |
| dc.title.alternative | Testing in Stationarity Examination of Economic Processes | pl |
| dc.type | Artykuł | pl |