- Autor
- Marek Luboš (University of Economics, Prague, Czech Republic), Hronová Stanislava (University of Economics, Prague, Czech Republic), Hindis Richard (University of Economics, Prague, Czech Republic)
- Tytuł
- Option for Predicting The Czech Republic's Foreign Trade Time Series as Components in Gross Domestic Product
- Źródło
- Statistics in Transition, 2017, vol. 18, nr 3, s. 481-500, tab., bibliogr. s. 498-500
- Słowa kluczowe
- Modele SARIMA, Import, Eksport, Kurs walutowy, Produkt krajowy brutto (PKB)
SARIMA models, Import, Export, Exchange rates, Gross domestic product (GDP) - Uwagi
- summ.
This paper was written with the support of the Czech Science Foundation project No. P402/12/G097 "DYME - Dynamic Models in Economics" and with the support of the Institutional Support to Long-Term Conceptual Development of Research Organization, the Faculty of Informatics and Statistics of the University of Economics, Prague - Kraj/Region
- Republika Czeska
Czech Republic - Abstrakt
- This paper analyses the time series observed for the foreign trade of the Czech Republic (CR) and predictions in such series with the aid of the SARIMA and transfer-function models. Our goal is to find models suitable for describing the time series of the exports and imports of goods and services from/to the CR and to subsequently use these models for predictions in quarterly estimates of the gross domestic product (GDP) component resources and utilization. As a result we get suitable models with a time lag, and predictions in the time series of the CR exports and imports several months ahead. (original abstract)
- Dostępne w
- Biblioteka Główna Uniwersytetu Ekonomicznego w Krakowie
Biblioteka SGH im. Profesora Andrzeja Grodka
Biblioteka Główna Uniwersytetu Ekonomicznego w Katowicach - Pełny tekst
- Pokaż
- Bibliografia
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- Cytowane przez
- ISSN
- 1234-7655
- Język
- eng