| bibtype |
C -
Conference Paper (international conference)
|
| ARLID |
0411481 |
| utime |
20240103182330.7 |
| mtime |
20060210235959.9 |
| title
(primary) (eng) |
Modelling Slovak unemployment data by a nonlinear long memory model |
| specification |
|
| serial |
| title
|
ALGORITMY 2005. Proceedings of the 17th Conference on Scientific Computing |
| page_num |
334-340 |
| ISBN |
978-80-227-2192-9 |
| editor |
| name1 |
Handlovičová |
| name2 |
A. |
|
| editor |
|
| editor |
|
| publisher |
| place |
Bratislava |
| name |
Slovak University of Technology |
| year |
2005 |
|
|
| title
(cze) |
Modelování slovenských dat o nezaměstnanosti nelineárním modelem s dlouhou pamětí |
| keyword |
time series modelling |
| keyword |
smooth regime switching |
| keyword |
spectral analysis |
| keyword |
fractional integration |
| keyword |
ARFIMA modelling |
| author
(primary) |
| ARLID |
cav_un_auth*0015560 |
| name1 |
Komorník |
| name2 |
J. |
| country |
SK |
|
| author
|
| ARLID |
cav_un_auth*0101134 |
| name1 |
Komorníková |
| name2 |
Magda |
| institution |
UTIA-B |
| fullinstit |
Ústav teorie informace a automatizace AV ČR, v. v. i. |
|
| COSATI |
12A |
| cas_special |
| project |
| project_id |
GA402/04/1026 |
| agency |
GA ČR |
| ARLID |
cav_un_auth*0001809 |
|
| research |
CEZ:AV0Z10750506 |
| abstract
(eng) |
The main visual feature of Slovak unemployment data is a dramatic increase after the elections in October 1998 which can be expressed by a step in the deterministic level function. In the residuals from this level function we can identify a significant cyclical component and a long memory structure (with the estimated value of the Hurst parameter close to 0.8) as well as an autoregressive short memory behaviour. |
| abstract
(cze) |
Dramatický růst po volbách v roce 1998 je nápadným rysem údajů o nezaměstnanosti na Slovensku. V reziduu deterministické úrovňové funkce, která tento růst modeluje, je možné zjistit významnou cyklickou složku a dlouhodobou paměťovou strukturu, jakož i krátkodobou regresi. |
| action |
| ARLID |
cav_un_auth*0209000 |
| name |
ALGORITMY 2005. Conference on Scientific Computing /17./ |
| place |
Vysoké Tatry - Podbanské |
| country |
SK |
| dates |
13.03.2005-18.03.2005 |
|
| RIV |
BA |
| reportyear |
2010 |
| department |
E |
| permalink |
http://hdl.handle.net/11104/0131561 |
| arlyear |
2005 |
| mrcbU63 |
ALGORITMY 2005. Proceedings of the 17th Conference on Scientific Computing 978-80-227-2192-9 334 340 Bratislava Slovak University of Technology 2005 |
| mrcbU67 |
Handlovičová A. 340 |
| mrcbU67 |
Krivá Z. 340 |
| mrcbU67 |
Mikula K. 340 |
|