Date of Award
1978
Document Type
Thesis
Publication Status
Version of Record
Submission Date
October 2026
Thesis/Dissertation Advisor [Chair]
Stronge, William B.
Abstract
This thesis is a study of time series modeling methods applied to six economic indicators. The weaknesses of the turning point analysis used by the National Bureau of Economic Research and deterministic models which fail to explain the random component of a series' movement are discussed. Univariate stochastic time series methods are introduced and applied to the economic indicators. The resulting models fit the data much more closely and their residuals are white noise. Bivariate time series models are estimated for pairs of economic indicators from similar economic processes to investigate the validity of the lag structures commonly employed on the basis of turning point analysis.
Extent
79 p.
Recommended Citation
MONTALI, VINCENT LOUIS JR, "STOCHASTIC MODELS OF ECONOMIC INDICATORS" (1978). Electronic Theses and Dissertations 1970 - 1979. 658.
https://digitalcommons.fau.edu/etd_general_2/658
Identifier
FADT13927
Comments
College of Business|Thesis (M.A.)--Florida Atlantic University, 1978.|FAU Electronic Theses and Dissertations Collection|College of Business