摘要
针对研究经济现象时建立时间序列(PDLS)模型所遇到的模型滞后阶数确定问题,就多项分布滞后(PDLS)模型滞后阶数的确定方法进行了归纳,并通过对GDP与总人口间建立多项分布滞后(PDLS)模型的探讨,对滞后阶数的确定方法作了实证研究。
The problem of determining the lag length arises when a times\|series polynomial distributed lags model(PDLS) is built for economic phenomena. The determining method is summarized hereafter and it is demonstrated by means of the building of a PDLS model between GDP and population.
出处
《淮海工学院学报(自然科学版)》
CAS
2003年第1期70-73,共4页
Journal of Huaihai Institute of Technology:Natural Sciences Edition