ZAMAN SERİLERİNDE DOĞRUSAL-DIŞILIĞIN TEST EDİLMESİ

Yıl 1999, Sayı: 14, 76 - 91, 30.06.1999

Murat Karagöz

Öz

Bu çalışmada iktisadi zaman serilerinde doğrusal dışı dinamiklerin varlığına ilişkin deliller sunulmakta ve buradan hareketle, iktisadi zaman serilerinin modellenmesi aşamasından önce serilerin doğrusal-dışılık testlerine tabi tutulmasının önemine değinilmektedir. Bu amaç için geliştirilmiş belli başlı testler gözden geçirilmiş ve uygulama kısmında örnek olarak seçilen bazı iktisadi zaman serilerinin doğrusal-dışılığı test edilmiştir.

Anahtar Kelimeler

zaman serilerinde doğrusal-dışılığın test edilmesi

Kaynakça

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