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Obiective ale analizei trendurilor seriilor de timp discrete
[Objectives of the analysis of trends in discrete time series]

Author

Listed:
  • Stefanescu, Răzvan
  • Dumitriu, Ramona

Abstract

This paper approaches some main objectives of the analysis of trends in discrete time series. A major aspect of this analysis is to identify a mathematical model that describes the persistent long-term movement of the studied variable. The model could reveal some important characteristics of the long-term time series pattern. It may also be useful for predicting the time series future values. Another important aspect of a trend analysis is to detect the significant changes that occurred (or that could occur in the future) in the long-term pattern of a variable.

Suggested Citation

  • Stefanescu, Răzvan & Dumitriu, Ramona, 2019. "Obiective ale analizei trendurilor seriilor de timp discrete [Objectives of the analysis of trends in discrete time series]," MPRA Paper 97821, University Library of Munich, Germany, revised 23 Dec 2019.
    • Handle: RePEc:pra:mprapa:97821
    as

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    File URL: https://mpra.ub.uni-muenchen.de/97821/1/MPRA_paper_97821.pdf
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    References listed on IDEAS

    as
    1. Christoffersen, Peter F, 1998. "Evaluating Interval Forecasts," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 39(4), pages 841-862, November.
    2. Nicolas Carnot & Vincent Koen & Bruno Tissot, 2005. "Economic Forecasting," Palgrave Macmillan Books, Palgrave Macmillan, number 978-0-230-00581-5.
    3. Clements,Michael & Hendry,David, 1998. "Forecasting Economic Time Series," Cambridge Books, Cambridge University Press, number 9780521634809.
    4. Franses,Philip Hans & Dijk,Dick van & Opschoor,Anne, 2014. "Time Series Models for Business and Economic Forecasting," Cambridge Books, Cambridge University Press, number 9780521817707.
    5. Pollock, D. S. G., 2001. "Methodology for trend estimation," Economic Modelling, Elsevier, vol. 18(1), pages 75-96, January.
    6. Everette S. Gardner, Jr. & Ed. Mckenzie, 1985. "Forecasting Trends in Time Series," Management Science, INFORMS, vol. 31(10), pages 1237-1246, October.
    7. Balke, Nathan S. & Fomby, Thomas B., 1991. "Shifting trends, segmented trends, and infrequent permanent shocks," Journal of Monetary Economics, Elsevier, vol. 28(1), pages 61-85, August.
    8. Stefanescu, Razvan & Dumitriu, Ramona, 2015. "Conţinutul analizei seriilor de timp financiare [The Essentials of the Analysis of Financial Time Series]," MPRA Paper 67175, University Library of Munich, Germany.
    Full references (including those not matched with items on IDEAS)

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    More about this item

    Keywords

    Discrete Time Series; Types of Trends; Prediction;
    All these keywords.

    JEL classification:

    • C00 - Mathematical and Quantitative Methods - - General - - - General
    • C20 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - General
    • C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes

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