Nonlinear Time Series Analysis of Daily Gold Sale Price in Turkey
Yükleniyor...
Dosyalar
Tarih
2006
Yazarlar
Dergi Başlığı
Dergi ISSN
Cilt Başlığı
Yayıncı
Erişim Hakkı
info:eu-repo/semantics/openAccess
Özet
A time series is a sequence of observations made periodically within time. For time series that are met in real situations, generally first of all linear time series models are conserned. This depends on the fact that by linear models it is easier to make statistical inferences and forecasts. However, in some cases, linear time series models can be insufficient to explain the series and in this condition it is inevitable to usage of nonlinear time series models. In this study, the series of daily gold sale price (TL/gr) in Turkey between the dates 23.02.2001 and 07.07.2004 are used. Then, a suitable nonlinear model among the nonlinear time series models are chosen fort his series. Finally, the results obtained from these two models are discussed comparatively.
Açıklama
Anahtar Kelimeler
Matematik, Linear Time Series Models, Nonlinear Time Series Models, Lagrange Multiplayer Test
Kaynak
Selçuk Journal of Applied Mathematics
WoS Q Değeri
Scopus Q Değeri
Cilt
7
Sayı
1
Künye
İsmail, K., Genç, A., (2006). Nonlinear Time Series Analysis of Daily Gold Sale Price in Turkey. Selçuk Journal of Applied Mathematics, 7(1), 33-43.
