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Polska migracja do Wielkiej Brytanii – ekonometryczne modele trendu i sezonowości

Author

Listed:
  • Grażyna Kowalewska

    (University of Warmia and Mazury in Olsztyn)

  • Lesław Markowski

    (University of Warmia and Mazury in Olsztyn)

  • Anna Rutkowska-Ziarko

    (University of Warmia and Mazury in Olsztyn)

  • John Simster

    (Manchester Metropolitan University)

Abstract

Celem badań jest budowa i statystyczna weryfikacja modeli trendu oraz sezonowości opisujących odsetek Polaków zamieszkujących wybrane regiony Wielkiej Brytanii. Zastosowano bezwarunkowe modele ekonometryczne opierające się na trendzie, sezonowości i autoregresji. Oszacowano parametry modeli trendowo-sezonowo-autoregresyjnych dla odsetka Polaków mieszkających w pięciu wybranych regionach Wielkiej Brytanii. Analiza szeregów czasowych tego odsetka pozwala zauważyć dwie fale migracji: pierwsza miała miejsce w latach 2004–2008, a druga w okresie 2011– 2014. Zjawisko to ma swoje odzwierciedlenie w statystycznie istotnych współczynnikach przy zmiennej czasowej wyrażonej trendem liniowym lub wielomianowym. We wszystkich badanych regionach miała miejsce istotna sezonowość miesięczna. W większości regionów występują ujemne współczynniki sezonowości dla stycznia, natomiast dodatnie dla czerwca. Analiza procesu resztowego modeli trendowo-sezonowych wskazała na występowanie autokorelacji trzeciego rzędu.

Suggested Citation

  • Grażyna Kowalewska & Lesław Markowski & Anna Rutkowska-Ziarko & John Simster, 2017. "Polska migracja do Wielkiej Brytanii – ekonometryczne modele trendu i sezonowości," Collegium of Economic Analysis Annals, Warsaw School of Economics, Collegium of Economic Analysis, issue 45, pages 315-334.
    • Handle: RePEc:sgh:annals:i:45:y:2017:p:315-334
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    References listed on IDEAS

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    1. Örn B. Bodvarsson & Hendrik Van den Berg, 2013. "The Economics of Immigration," Springer Books, Springer, edition 2, number 978-1-4614-2116-0, June.
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