{"title":"线性时间序列模型导论","authors":"J. Racine","doi":"10.1093/OSO/9780190900663.003.0001","DOIUrl":null,"url":null,"abstract":"This chapter introduces time series data and outlines how it differs from cross sectional data. It also highlights how the object of interest when modelling time series data is the forecast, which differs from the object of interest in cross-sectional modelling, which is typically some parameter of interest that has an economic interpretation.","PeriodicalId":244208,"journal":{"name":"Reproducible Econometrics Using R","volume":"10 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2019-02-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Introduction to Linear Time Series Models\",\"authors\":\"J. Racine\",\"doi\":\"10.1093/OSO/9780190900663.003.0001\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"This chapter introduces time series data and outlines how it differs from cross sectional data. It also highlights how the object of interest when modelling time series data is the forecast, which differs from the object of interest in cross-sectional modelling, which is typically some parameter of interest that has an economic interpretation.\",\"PeriodicalId\":244208,\"journal\":{\"name\":\"Reproducible Econometrics Using R\",\"volume\":\"10 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2019-02-28\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Reproducible Econometrics Using R\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1093/OSO/9780190900663.003.0001\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Reproducible Econometrics Using R","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1093/OSO/9780190900663.003.0001","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
This chapter introduces time series data and outlines how it differs from cross sectional data. It also highlights how the object of interest when modelling time series data is the forecast, which differs from the object of interest in cross-sectional modelling, which is typically some parameter of interest that has an economic interpretation.