Obiective ale analizei trendurilor seriilor de timp discrete (Objectives of the Analysis of Trends in Discrete Time Series)

15 Pages Posted: 26 Jan 2020

See all articles by Razvan Stefanescu

Razvan Stefanescu

University Dunarea De Jos Galati

Ramona Dumitriu

University Dunarea De Jos Galati

Date Written: December 23, 2019

Abstract

Romanian Abstract: Această lucrare abordează câteva dintre principalele obiective ale analizei trendurilor seriilor de timp discrete. Un aspect major al acestei analize constă în identificarea unui model matematic ce descrie tendinţa persistentă pe termen lung a evoluţiei variabilei studiate. Modelul poate evidenţia câteva caracteristici importante ale tendinţei pe termen lung a seriei de timp. Poate fi, de asemenea, folositor în previziunea viitoarelor valori ale seriei de timp. Un alt aspect important al analizei unui trend constă în detectarea schimbărilor semnificative care au survenit (sau care ar putea surveni în viitor) în tendinţa pe termen lung a unei variabile.

English 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.

Note: Downloadable document is in Romanian.

Keywords: Discrete Time Series, Types of Trends, Prediction

JEL Classification: C00, C20, C22

Suggested Citation

Stefanescu, Razvan and Dumitriu, Ramona, Obiective ale analizei trendurilor seriilor de timp discrete (Objectives of the Analysis of Trends in Discrete Time Series) (December 23, 2019). Available at SSRN: https://ssrn.com/abstract=3508864 or http://dx.doi.org/10.2139/ssrn.3508864

Razvan Stefanescu (Contact Author)

University Dunarea De Jos Galati ( email )

Str. Domnească, nr. 47
Galati, 800008
Romania

Ramona Dumitriu

University Dunarea De Jos Galati ( email )

Romania

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