Art

J-GLOBAL ID：201402204732942862   Reference number：14A0453950

Forecasting Based Upon Cointegration Analysis and Its Applications

共和分分析に基づく予測とその応用

Author (1)： YAMAMOTO TAKU (日本大 経済)
Material： 日本統計学会誌  (Journal of the Japan Statistical Society. Japanese Issue)
Volume： 43  Issue： 2  Page： 315-334  Publication year： Mar. 2014 
JST Material Number： L2452A  ISSN： 0389-5602  Document type： Article
Article type： 原著論文  Country of issue： Japan (JPN)  Language： JAPANESE (JA)

Thesaurus term： lifetime prediction ,  diagrams and charts ,  state ,  *analytical model ,  prediction error ,  prediction technique ,  accuracy ,  Mortality ,  *time series analysis ,  Life Tables ,  prediction accuracy ,  movement
Semi thesaurus term： *共和分分析 ,  trend ,  *共和分モデル ,  死亡率モデル

JST classification (2)： System and control theory in general  (IA02010H) ,  Numerical computation  (JE02000J)

Reference (30)：

• Arlt, J., Arltova, M., Basta, M. and Langhamrova, J. (2010). Cointegrated Lee-Carter mortality forecasting method, COMPSTAT 2010, 713-720.
• Bell, W. R. (1997). Comparing and assessing time series methods for forecasting age specific demographic rates, J. Off. Stat, 13, 279-303.
• Box, G. E. P. and Jenkins, G. M. (1970). Time Series Analysis: Forecasting and Control, Holden-Day, San Francisco.
• Breitung, J. (2002). Nonparametric tests for unit roots and cointegration, J. Econom., 108, 343-363.
• Carter, L. R. (2010). Long-run relationships in differential U.S. mortality forecasts by race and sex: Tests for co-integration, in Ageing in Advanced Industrial States: Riding the Age Waves-Volume 3, Tuljapurkar, S., Ogawa, N. and Gauthier, A. H. eds., Springer, 47-75.

Terms in the title (4)： 共和分 ,  分析 ,  予測 ,  応用