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Uchambuzi wa Data za Paneli za Fourier

Uchambuzi wa data za paneli za Fourier huunganisha vipengele vya trigonometrici vya sine na cosine kwenye urejeshaji wa kawaida wa paneli ili kukadiria mabadiliko laini, yanayoendelea ya kimuundo katika mchakato wa utoaji data. Badala ya kudhani mgawanyiko mkali katika tarehe inayojulikana, mbinu ya Fourier huruhusu data kufichua muda na umbo la mabadiliko yoyote ya kimuundo kupitia makadirio rahisi ya trigonometrici, huku ikidumisha muundo wa pande zote na wa muda wa data za paneli.

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Vyanzo

  1. Becker, R., Enders, W., & Lee, J. (2006). A stationary test in the presence of an unknown number of smooth breaks. Journal of Time Series Analysis, 27(3), 381-409. DOI: 10.1111/j.1467-9892.2006.00478.x
  2. Nazlioglu, S., Gormus, A., & Soytas, U. (2016). Oil prices and real estate investment trusts (REITs): Gradual-shift causality and volatility transmission analysis. Energy Economics, 60, 168-175. DOI: 10.1016/j.eneco.2016.09.009

Jinsi ya kunukuu ukurasa huu

ScholarGate. (2026, June 3). Fourier-Approximation Panel Data Analysis. ScholarGate. https://scholargate.app/sw/econometrics/fourier-panel-data-analysis

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Imerejelewa na

ScholarGateFourier Panel Data Analysis (Fourier-Approximation Panel Data Analysis). Imepatikana 2026-06-15 kutoka https://scholargate.app/sw/econometrics/fourier-panel-data-analysis · Seti ya data: https://doi.org/10.5281/zenodo.20539026