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Regression modelEconometrics / time series

OLS ya Fourier (Fourier-Augmented Ordinary Least Squares)

OLS ya Fourier ni regresheni ya OLS iliyopanuliwa kwa kuongeza vigezo vya trigonometria (sine na cosine) vya masafa ya chini kwenye matriki ya viregresha. Vipengele hivi vya Fourier hukadiria mabadiliko laini, ya taratibu ya kimuundo katika uhusiano wa regresheni kwa muda bila kuhitaji ujuzi wa idadi, muda, au aina ya mapumziko.

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Vyanzo

  1. Becker, R., Enders, W., & Hurn, S. (2004). A general test for time dependence in parameters. Journal of Applied Econometrics, 19(7), 899–906. DOI: 10.1002/jae.751
  2. Enders, W., & Lee, J. (2012). A unit root test using a Fourier series to approximate smooth breaks. Oxford Bulletin of Economics and Statistics, 74(4), 574–599. DOI: 10.1111/j.1468-0084.2011.00662.x

Jinsi ya kunukuu ukurasa huu

ScholarGate. (2026, June 3). Fourier-Augmented Ordinary Least Squares. ScholarGate. https://scholargate.app/sw/econometrics/fourier-ols

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ScholarGateFourier OLS (Fourier-Augmented Ordinary Least Squares). Imepatikana 2026-06-15 kutoka https://scholargate.app/sw/econometrics/fourier-ols · Seti ya data: https://doi.org/10.5281/zenodo.20539026