Research on the grey econometric model with lags information

Shenghan Zhou; Fajie Wei

doi:10.1109/ICMSS.2010.5576895

Research on the grey econometric model with lags information

Shenghan Zhou^*
, Fajie Wei

^*Corresponding author for this work

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

Abstract

This paper aim at developing the grey econometric model with lags information. Considering the breakpoint of the traditional econometrics model, the study gives the primary steps and constraint condition of grey econometric model with lags information. Furthermore this paper makes empirical analysis using data from a segment market, and tests the average relative error of the model. The result reveals that the grey econometric model with lags information improves the accuracy of traditional grey model.

Original language	English
Title of host publication	2010 International Conference on Management and Service Science, MASS 2010
DOIs	https://doi.org/10.1109/ICMSS.2010.5576895
State	Published - 2010
Event	2010 International Conference on Management and Service Science, MASS 2010 - Wuhan, China Duration: 24 Aug 2010 → 26 Aug 2010

Publication series

Name	2010 International Conference on Management and Service Science, MASS 2010

Conference

Conference	2010 International Conference on Management and Service Science, MASS 2010
Country/Territory	China
City	Wuhan
Period	24/08/10 → 26/08/10

Keywords

Grey econometric model
Lag
System evaluation

Access to Document

10.1109/ICMSS.2010.5576895

Cite this

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title = "Research on the grey econometric model with lags information",

abstract = "This paper aim at developing the grey econometric model with lags information. Considering the breakpoint of the traditional econometrics model, the study gives the primary steps and constraint condition of grey econometric model with lags information. Furthermore this paper makes empirical analysis using data from a segment market, and tests the average relative error of the model. The result reveals that the grey econometric model with lags information improves the accuracy of traditional grey model.",

keywords = "Grey econometric model, Lag, System evaluation",

author = "Shenghan Zhou and Fajie Wei",

year = "2010",

doi = "10.1109/ICMSS.2010.5576895",

language = "英语",

isbn = "9781424453269",

series = "2010 International Conference on Management and Service Science, MASS 2010",

booktitle = "2010 International Conference on Management and Service Science, MASS 2010",

note = "2010 International Conference on Management and Service Science, MASS 2010 ; Conference date: 24-08-2010 Through 26-08-2010",

}

Zhou, S & Wei, F 2010, Research on the grey econometric model with lags information. in 2010 International Conference on Management and Service Science, MASS 2010., 5576895, 2010 International Conference on Management and Service Science, MASS 2010, 2010 International Conference on Management and Service Science, MASS 2010, Wuhan, China, 24/08/10. https://doi.org/10.1109/ICMSS.2010.5576895

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T1 - Research on the grey econometric model with lags information

AU - Zhou, Shenghan

AU - Wei, Fajie

PY - 2010

Y1 - 2010

N2 - This paper aim at developing the grey econometric model with lags information. Considering the breakpoint of the traditional econometrics model, the study gives the primary steps and constraint condition of grey econometric model with lags information. Furthermore this paper makes empirical analysis using data from a segment market, and tests the average relative error of the model. The result reveals that the grey econometric model with lags information improves the accuracy of traditional grey model.

AB - This paper aim at developing the grey econometric model with lags information. Considering the breakpoint of the traditional econometrics model, the study gives the primary steps and constraint condition of grey econometric model with lags information. Furthermore this paper makes empirical analysis using data from a segment market, and tests the average relative error of the model. The result reveals that the grey econometric model with lags information improves the accuracy of traditional grey model.

KW - Grey econometric model

KW - Lag

KW - System evaluation

UR - https://www.scopus.com/pages/publications/78649440154

U2 - 10.1109/ICMSS.2010.5576895

DO - 10.1109/ICMSS.2010.5576895

M3 - 会议稿件

AN - SCOPUS:78649440154

SN - 9781424453269

T3 - 2010 International Conference on Management and Service Science, MASS 2010

BT - 2010 International Conference on Management and Service Science, MASS 2010

T2 - 2010 International Conference on Management and Service Science, MASS 2010

Y2 - 24 August 2010 through 26 August 2010

ER -

Research on the grey econometric model with lags information

Abstract

Publication series

Conference

Keywords

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