Registro completo de metadatos
| Campo DC | Valor |
|---|---|
| dc.contributor.author | Espasa Terrades, Antoni |
| dc.contributor.author | Peña Sánchez de Rivera, Daniel |
| dc.date.accessioned | 2019-08-10T17:13:10Z |
| dc.date.available | 2019-08-10T17:13:10Z |
| dc.date.issued | 1990-06-06 |
| dc.identifier.isbn | ISBN: 84-7793-059-7 |
| dc.identifier.uri | https://repositorio.bde.es/handle/123456789/6416 |
| dc.description | Incluye bibliografía |
| dc.description.abstract | This paper presents a procedure to breakdown the forecast function of an ARIMA model in terms of its permenent and transitory components. The result throws some ligth on the structure of ARIMA models and its interpretarion proves useful in economic terms. Indeed, the permanent component of the forecasting function for a base period t ·is a consistent estimate of the equilibrium level or' steady state path at which the corresponding variable is tending at each time t |
| dc.description.abstract | and the transitory component describes how the approach towards the permanent component tends to arise |
| dc.format.extent | 38 p. : gráf. |
| dc.language.iso | eng |
| dc.publisher | Banco de España. Servicio de Estudios |
| dc.relation.ispartof | Documentos de Trabajo / Banco de España, 9008 |
| dc.relation.hasversion | Versión en español 123456789/6415 |
| dc.rights | Reconocimiento-NoComercial-CompartirIgual 4.0 Internacional (CC BY-NC-SA 4.0) |
| dc.rights | In Copyright - Non Commercial Use Permitted |
| dc.rights.uri | https://creativecommons.org/licenses/by-nc-sa/4.0/deed.es_ES |
| dc.rights.uri | http://rightsstatements.org/vocab/InC-NC/1.0/ |
| dc.title | ARIMA models, the steady state of economic variables and their estimation |
| dc.type | Documento de trabajo |
| dc.identifier.bdebib | 000362029 |
| dc.identifier.bdepub | DTRA-199008-eng |
| dc.subject.bde | Modelos de series temporales |
| dc.publisher.bde | Madrid : Banco de España. Servicio de Estudios, 1990 |
