Predictive Analysis of Taiwan Industry Product Index with Time Series

碩士 === 真理大學 === 財經研究所 === 97 === In this thesis, we propose to construct two time series models to forecast the Taiwan industrial productive index. These time series models are Univariate Season Autoregressive Integrated Moving Average (SARIMA) based on industrial productive index and multivariate L...

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Bibliographic Details
Main Authors: Guo-shuo Zeng, 曾國碩
Other Authors: Yu-Pin Lin
Format: Others
Language:zh-TW
Published: 2009
Online Access:http://ndltd.ncl.edu.tw/handle/83624405775151627640