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Einige Anwendungen der Zeitreihenanalyse

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Book cover Handbuch der Ökonometrie

Part of the book series: Enzyklopädie der Rechts- und Staatswissenschaft ((ENZYKLOP.STAAT))

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Zusammenfassung

Wir geben in diesem Kapitel einige der wichtigsten Methoden der Zeitreihenanalyse wieder. Die bekannten Methoden der Statistik sind nicht anwendbar, wenn zwischen den aufeinanderfolgenden Gliedern einer statistischen Reihe Autokorrelation besteht, d. h. wenn sie nicht im wahrscheinlichkeitstheoretischen Sinne unabhängig sind (S. 22).

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Tintner, G. (1960). Einige Anwendungen der Zeitreihenanalyse. In: Handbuch der Ökonometrie. Enzyklopädie der Rechts- und Staatswissenschaft. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-86966-2_7

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  • DOI: https://doi.org/10.1007/978-3-642-86966-2_7

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-642-86967-9

  • Online ISBN: 978-3-642-86966-2

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