英文标题:
《Forecasting U.S. Textile Comparative Advantage Using Autoregressive
Integrated Moving Average Models and Time Series Outlier Analysis》
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作者:
Zahra Saki, Lori Rothenberg, Marguerite Moor, Ivan Kandilov and A.
Blanton Godfrey
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最新提交年份:
2019
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英文摘要:
To establish an updated understanding of the U.S. textile and apparel (TAP) industrys competitive position within the global textile environment, trade data from UN-COMTRADE (1996-2016) was used to calculate the Normalized Revealed Comparative Advantage (NRCA) index for 169 TAP categories at the four-digit Harmonized Schedule (HS) code level. Univariate time series using Autoregressive Integrated Moving Average (ARIMA) models forecast short-term future performance of Revealed categories with export advantage. Accompanying outlier analysis examined permanent level shifts that might convey important information about policy changes, influential drivers and random events.
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中文摘要:
为了对美国纺织服装(TAP)行业在全球纺织环境中的竞争地位有一个最新的了解,使用联合国商品贸易委员会(1996-2016)的贸易数据计算了169个TAP类别在四位数协调附表(HS)代码级别的标准化显示比较优势(NRCA)指数。使用自回归综合移动平均(ARIMA)模型的单变量时间序列预测具有出口优势的显示类别的短期未来表现。伴随的异常值分析检查了可能传达有关政策变化、有影响力的驱动因素和随机事件的重要信息的永久性水平变化。
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分类信息:
一级分类:Economics 经济学
二级分类:General Economics 一般经济学
分类描述:General methodological, applied, and empirical contributions to economics.
对经济学的一般方法、应用和经验贡献。
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一级分类:Quantitative Finance 数量金融学
二级分类:Economics 经济学
分类描述:q-fin.EC is an alias for econ.GN. Economics, including micro and macro economics, international economics, theory of the firm, labor economics, and other economic topics outside finance
q-fin.ec是econ.gn的别名。经济学,包括微观和宏观经济学、国际经济学、企业理论、劳动经济学和其他金融以外的经济专题
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