statistika
Analýza vývoje indexu PX-50 v letech 1997-1999
Name and surname of author:
Kateřina Gurinová
Keywords:
časová řada, burzovní index, grafická analýza, trendová analýza, střední čtvercová chyba, index determinace, analýza sezónnosti, sezónní faktor, klouzavý průměr, adaptivní metoda
DOI (& full text):
Anotation:
The following article deals with the analysis of the stock index PX-50. It ensues from the trend analysis and M.S.E. that the quadratic trend is the most convenient model for this time series. The seasonal analysis results in fact that seasonal factors are the highest in January and December and the lowest in March and August.
The following article deals with the analysis of the stock index PX-50. It ensues from the trend analysis and M.S.E. that the quadratic trend is the most convenient model for this time series. The seasonal analysis results in fact that seasonal factors are the highest in January and December and the lowest in March and August.