Pojem
Ekonometrický pojem.
Forexample:thepopulationofaprovincefrom1940to1999attheendofeachyearisaseriesoftimeseriesconsistingof50hourpoints,andthenumberoffoodproductionineachyearisaseriesoftimeseriesconsistingofperiods..Eachnumberinthetime-pointdatacolumnmustbestatisticaldatainthesamerangeandatthesametimepoint;eachnumberinthetime-seriesdatacolumnmustalsobestatisticaldatainthesamerangeandthesameperiodlength.Intheabovetwocases,thepopulationdatacolumnmustbeinthesamerange,theadministrativedivisionsshouldnotchange(ifanychangesshouldbeadjusted),thepopulationatthesametimeineachyear;thefoodproductiondatacolumnmustbeinthesamerange,andthesameforeachyearThenumberofgrainoutputobtainedbystatisticalcaliberandcalculationmethod.Iftheadministrativedivisions,statisticalcalibersorcalculationmethodsarechanged,theymustbeadjustedwhenused.Ifitisvaluedata,thepricingstandardsofeachdatainthedatacolumnarecomparable,andadjustmentsshouldbemade.
Účel
Thepurposeoftimeseriesanalysisistoconstructatimeseriesmodelandperformout-of-sampleforecastsbyfindingoutthestatisticalcharacteristicsanddevelopmentregularitiesofthetimeserieswithinthesample.Whenbuildingthemodel,thetimeseriesarerequiredtobestable,buttheactualanalysistimeseries,especiallythetimeseriesfromtheeconomicfield,aremostlynon-stationary.Thesenon-stationarytimeseriesoftenhavesometypicaldatacharacteristics.Whenbuildingamodel,anappropriatetimeseriesmodelisoftenconsideredbasedonthedatacharacteristicsofthesequence.