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Regresní analýza nestacionárních ekonomických časových řad
[Regressive Analysis of Non-stationary Economic Time Series]

Author

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  • Josef Arlt

Abstract

The goal of article is to explain the integrated process and stochastic trend like an origin of seeming regression and clarifies a way of detection. The first part contains a description and clarification of stationer and non-stationer attributes of generating process in time series. The second parts depict a seeming regression and newest knowledge about this problems obtained by an application of simulation studies.

Suggested Citation

  • Josef Arlt, 1997. "Regresní analýza nestacionárních ekonomických časových řad [Regressive Analysis of Non-stationary Economic Time Series]," Politická ekonomie, Prague University of Economics and Business, vol. 1997(2), pages 281-290.
    • Handle: RePEc:prg:jnlpol:v:1997:y:1997:i:2:id:280:p:281-290
    DOI: 10.18267/j.polek.280
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    Cited by:

    1. Ilya Bolotov & Radek Čajka & Kateřina Gajdušková, 2013. "The Economic Balance of the Czech Republic and Slovakia During the Economic Crisis," Prague Economic Papers, Prague University of Economics and Business, vol. 2013(4), pages 504-523.
    2. Luboš Smrčka & Markéta Arltová, 2014. "Debt in Relation to the Standard of Living Enjoyed by the Population of Developed Countries," Prague Economic Papers, Prague University of Economics and Business, vol. 2014(1), pages 84-107.

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