管理经济学--生意和经济的预测.ppt

Business and Economic ForecastingChapter 5 ;Time-Series Characteristics: Secular Trend and Cyclical Variation in Women’s Clothing Sales;Time-Series Characteristics: Seasonal Pattern and Random Fluctuations;Microsoft Corp. Sales Revenue, 1984–2001;White Noise and MA(1) Time Series;A MA(1) Process;Three Stationary AR(1) Time Series;An AR(1) Process;Three Stationary AR(1) Time Series ;Stationary Stochastic Process;Covariance Stationary Process;Three Non-Stationary AR(1) Time Series;A Random Walk and A Random Walk With Drift;Random Walks;Random Walks (continued);Random Walk with Drift vs. Trend