Search Results - subject:"ARMA modeling"

The financial cycles in four East Asian economies

Pontines, Victor - In: Economic modelling 65 (2017), pp. 51-66

Persistent link: https://www.econbiz.de/10011813550

Multivariable wind modeling in state space

Teimouri-Sichani, M.; Pedersen, B.J. - In: Renewable Energy 36 (2011) 7, pp. 1964-1972

succeeding state space and ARMA modeling of the turbulence rely on the positive definiteness of the cross-spectral density matrix … ARMA modeling method. …

Persistent link: https://www.econbiz.de/10010805503

Persistency of Output Fluctuations : The Case of Turkey

Demirhan, Aslihan Atabek - In: Central Bank Review 5 (2005) 1, pp. 9-21

According to the conventional view, fluctuations in real gross national product (GNP) represent temporary changes of economic output from its long-term trend that treats real GNP as a trend stationary rather than unit root process. Examination of this conventional view is crucial since the...

Persistent link: https://www.econbiz.de/10005792647