Metody analizy sezonowości stochastycznej w produkcji budowlano-montażowej

• Authors: Natalia Nehrebecka , Sylwia Grudkowska

Title variants

Analysis Methods of the Stochastic Seasonality in the Construction and Assembly Production

• Languages of publication: PL

Abstracts

Scharakteryzowano sezonowość stochastyczną i deterministyczną. Przedstawiono również sposoby ich modelowania. Dalej opisano testy statystyczne, za pomocą których możliwa jest identyfikacja efektów sezonowych. Szczegółowo omówiono w nim test HEGY oraz Akdi-Dickey. Końcowa część artykułu ilustruje przydatność opisanych metod na przykładzie indeksu produkcji sprzedanej budowlano-montażowej w Polsce w latach 1995-2009.

EN

The article presents the influence of seasonal effects on time series. As an important case study, the models for deterministic and stochastic seasonal components have been discussed. A number of procedures to test the null hypothesis of seasonal integration have been described, including HEGY as well as Akdi-Dickey tests. The index of sold construction and assembly production in constant prices has been used for illustration. The authors have provided the evidence on the presence of seasonal unit roots and seasonal dummy variables in this time series. (original abstract)

Keywords

PL

Metodologia statystyki; Metody statystyczne; Praca sezonowa; Przemysł budowlany; Analiza stochastyczna

EN

Statistics methodology; Statistical methods; Seasonal work; Construction industry; Stochastic analysis

• Publisher: Główny Urząd Statystyczny
• Journal: Wiadomości Statystyczne. The Polish Statistician
• Year: 2010
• Issue: nr 1
• Pages: 37-53

Contributors

author

Natalia Nehrebecka

• Narodowy Bank Polski

author

Sylwia Grudkowska

• Narodowy Bank Polski

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