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Textbook for Time Series ???

Textbook for Time Series ???# Economics - 经济

y*o2003-11-10 08:11

1 楼

I need work on construction bidding data for around 30 years to find out the
relationship between bidding mode and business cycle. Please recommend
a textbook that focuses on practical side of time series analysis. And any
other suggestion?

c*i2003-11-10 08:11

2 楼

business cycle?
do you think doing a spectral analysis first would help you
eyeballing the cycles first?

【在 y*****o 的大作中提到】

: I need work on construction bidding data for around 30 years to find out the
: relationship between bidding mode and business cycle. Please recommend
: a textbook that focuses on practical side of time series analysis. And any
: other suggestion?

y*o2003-11-10 08:11

3 楼

Eyeballing the cycles in construction industry is exactly what I want to do
first. However, I fail to get expected result or find out any cycle from my
data in the first round by analyzing the bidding structure of gap, range or
SD.
While it is pretty hard to get state-level cycles, I use national level cycle
instead. I intend to use those cycle indicators from NBER.

the

【在 c*****i 的大作中提到】

: business cycle?
: do you think doing a spectral analysis first would help you
: eyeballing the cycles first?

c*i2003-11-10 08:11

4 楼

then try spectral analysis first.
use some triangle kernel to smooth the spectrum estimation first.
Usually, I find the cycle identified by spectral analysis pretty accurate.
it is also strong to incorporate cross-sectional variation in the cycles.

【在 y*****o 的大作中提到】

: Eyeballing the cycles in construction industry is exactly what I want to do
: first. However, I fail to get expected result or find out any cycle from my
: data in the first round by analyzing the bidding structure of gap, range or
: SD.
: While it is pretty hard to get state-level cycles, I use national level cycle
: instead. I intend to use those cycle indicators from NBER.
:
: the