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Zeitreihenanalyse

In: Angewandte Statistik mit SPSS

Author

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  • Peter P. Eckstein

    (Fachhochschule für Technik und Wirtschaft Berlin)

Abstract

Zusammenfassung Die Zeitreihenanalyse hat die statistische Beschreibung und Vorhersage von zeitlich geordneten Merkmalswerten eines oder mehrerer metrischer Merkmale mit Hilfe mathematisch-statistischer Verfahren und Modelle zum Gegenstand. Im Unterschied zur Regressionsanalyse, die auf die Analyse der statistischen Abhängigkeit eines zu erklärenden Merkmals von einem oder mehreren erklärenden Merkmalen abstellt, steht in der Zeitreihenanalyse die Analyse der statistischen Abhängigkeit eines zeitlich geordneten metrischen Merkmals von der Zeit und/oder von seinen vorhergegangenen Werten im Vordergrund.

Suggested Citation

  • Peter P. Eckstein, 2000. "Zeitreihenanalyse," Springer Books, in: Angewandte Statistik mit SPSS, edition 3, chapter 7, pages 267-322, Springer.
    • Handle: RePEc:spr:sprchp:978-3-322-93157-3_7
    DOI: 10.1007/978-3-322-93157-3_7
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