Time Seris Analysisand Index Numbers

JEL分类号JEL分类系统，是美国经济学会《经济文献杂志》（Journal of Economic Literature)所创立的对经济学文献的主题分类系统，并被现代西方经济学界广泛采用。

该分类方法主要采用开头的一个英文字母与随后的两位阿拉伯数字一起对经济学各部类进行“辞书式”编码分类。

目录A-经济学总论和教学B-经济学思想流派和方法论C-数理和数量方法D-微观经济学E-宏观经济学和货币经济学F- 国际经济学G-金融经济学H-公共经济学I-卫生经济学，教育经济学和福利经济学J-劳动经济学和人口经济学K-法律和经济学L-产业组织M-企业管理和商务经济学;市场营销学;会计学N-经济史O- 经济发展，技术变迁和增长P-经济体制Q-农业经济学和自然资源经济学R-城市经济学，农村经济学和区域经济学Z-其他专题A-经济学总论和教学（ A- General Economics and Teaching ）A1A1 - General EconomicsA10 - GeneralA11 - Role of Economics; Role of Economists; Market for Economists A12 - Relation of Economics to Other DisciplinesA13 - Relation of Economics to Social ValuesA14 - Sociology of EconomicsA19 - OtherA2A2 - Economics Education and Teaching of EconomicsA20 - GeneralA21 - Pre-collegeA22 - UndergraduateA23 - GraduateA29 - OtherA3A3 - Multisubject Collective WorksA30 - GeneralA31 - Multisubject Collected Writings of IndividualsA32 - Multisubject VolumesA39 - OtherB-经济学思想流派和方法论( B-Schools of Economic Thought and Methodology )B0B0 - GeneralB00 - GeneralB1B1 - History of Economic Thought through 1925B10 - GeneralB11 - PreclassicalB12 - ClassicalB13 - Neoclassical through 1925B14 - Socialist; MarxistB15 - Historical; InstitutionalB16 - QuantitativeB19 - OtherB2B2 - History of Economic Thought since 1925B20 - GeneralB21 - MicroeconomicsB22 - MacroeconomicsB23 - Econometrics; Quantitative StudiesB24 - Socialist; MarxistB25 - Historical; Institutional; Evolutionary; Austrian B29 - OtherB3B3 - History of Thought: IndividualsB30 - GeneralB31 - IndividualsB4B4 - Economic MethodologyB40 - GeneralB41 - Economic MethodologyB49 - OtherB5B5 - Current Heterodox ApproachesB50 - GeneralB51 - Socialist; Marxian; SraffianB52 - Institutional; EvolutionaryB53 - AustrianB59 - OtherC-数理和数量方法(C-Mathematical and Quantitative Methods)C0C0 - GeneralC00 - GeneralC1C1 - Econometric and Statistical Methods: GeneralC10 - GeneralC11 - Bayesian AnalysisC12 - Hypothesis TestingC13 - EstimationC14 - Semiparametric and Nonparametric MethodsC15 - Statistical Simulation Methods; Monte Carlo Methods; Bootstrap MethodsC16 - Specific DistributionsC19 - OtherC2C2 - Econometric Methods: Single Equation Models; Single VariablesC20 - GeneralC21 - Cross-Sectional Models; Spatial Models; Treatment Effect ModelsC22 - Time-Series ModelsC23 - Models with Panel DataC24 - Truncated and Censored ModelsC25 - Discrete Regression and Qualitative Choice ModelsC29 - OtherC3C3 - Econometric Methods: Multiple/Simultaneous Equation Models; Multiple VariablesC30 - GeneralC31 - Cross-Sectional Models; Spatial Models; Treatment Effect ModelsC32 - Time-Series ModelsC33 - Models with Panel DataC34 - Truncated and Censored ModelsC35 - Discrete Regression and Qualitative Choice ModelsC39 - OtherC4C4 - Econometric and Statistical Methods: Special TopicsC40 - GeneralC41 - Duration AnalysisC42 - Survey MethodsC43 - Index Numbers and AggregationC44 - Statistical Decision Theory; Operations ResearchC45 - Neural Networks and Related TopicsC49 - OtherC5C5 - Econometric ModelingC50 - GeneralC51 - Model Construction and EstimationC52 - Model Evaluation and TestingC53 - Forecasting and Other Model ApplicationsC59 - OtherC6C6 - Mathematical Methods and ProgrammingC60 - GeneralC61 - Optimization Techniques; Programming Models; Dynamic AnalysisC62 - Existence and Stability Conditions of EquilibriumC63 - Computational TechniquesC65 - Miscellaneous Mathematical ToolsC67 - Input–Output ModelsC68 - Computable General Equilibrium ModelsC69 - OtherC7C7 - Game Theory and Bargaining TheoryC70 - GeneralC71 - Cooperative GamesC72 - Noncooperative GamesC73 - Stochastic and Dynamic Games; Evolutionary GamesC78 - Bargaining Theory; Matching TheoryC79 - OtherC8C8 - Data Collection and Data Estimation Methodology; Computer ProgramsC80 - GeneralC81 - Methodology for Collecting, Estimating, and Organizing Microeconomic DataC82 - Methodology for Collecting, Estimating, and Organizing Macroeconomic DataC87 - Econometric SoftwareC88 - Other Computer SoftwareC89 - OtherC9C9 - Design of ExperimentsC90 - GeneralC91 - Laboratory, Individual BehaviorC92 - Laboratory, Group BehaviorC93 - Field ExperimentsC99 - OtherD-微观经济学(D-Microeconomics)D0D0 - GeneralD00 - GeneralD01 - Microeconomic Behavior: Underlying PrinciplesD02 - Institutions: Design, Formation, and OperationsD1D1 - Household Behavior and Family EconomicsD10 - GeneralD11 - Consumer Economics: TheoryD12 - Consumer Economics: Empirical AnalysisD13 - Household Production and Intrahousehold AllocationD14 - Personal FinanceD18 - Consumer ProtectionD19 - OtherD2D2 - Production and OrganizationsD20 - GeneralD21 - Firm BehaviorD23 - Organizational Behavior; Transaction Costs; Property Rights D24 - Production; Capital and Total Factor Productivity; Capacity D29 - OtherD3D3 - DistributionD30 - GeneralD31 - Personal Income, Wealth, and Their DistributionsD33 - Factor Income DistributionD39 - OtherD4D4 - Market Structure and PricingD40 - GeneralD41 - Perfect CompetitionD42 - MonopolyD43 - Oligopoly and Other Forms of Market ImperfectionD44 - AuctionsD45 - Rationing; LicensingD46 - Value TheoryD49 - OtherD5D5 - General Equilibrium and DisequilibriumD50 - GeneralD51 - Exchange and Production EconomiesD52 - Incomplete MarketsD57 - Input–Output Tables and AnalysisD58 - Computable and Other Applied General Equilibrium Models D59 - OtherD6D6 - Welfare EconomicsD60 - GeneralD61 - Allocative Efficiency; Cost–Benefit AnalysisD62 - ExternalitiesD63 - Equity, Justice, Inequality, and Other Normative Criteria and MeasurementD64 - AltruismD69 - OtherD7D7 - Analysis of Collective Decision-MakingD70 - GeneralD71 - Social Choice; Clubs; Committees; AssociationsD72 - Economic Models of Political Processes: Rent-Seeking, Elections, Legislatures, and Voting BehaviorD73 - Bureaucracy; Administrative Processes in Public Organizations; CorruptionD74 - Conflict; Conflict Resolution; AlliancesD78 - Positive Analysis of Policy-Making and Implementation D79 - OtherD8D8 - Information, Knowledge, and UncertaintyD80 - GeneralD81 - Criteria for Decision-Making under Risk and Uncertainty D82 - Asymmetric and Private InformationD83 - Search; Learning; Information and KnowledgeD84 - Expectations; SpeculationsD85 - Network FormationD86 - Economics of Contract LawD89 - OtherD9D9 - Intertemporal Choice and GrowthD90 - GeneralD91 - Intertemporal Consumer Choice; Life Cycle Models and Saving D92 - Intertemporal Firm Choice and Growth, Investment, or FinancingD99 - OtherE-宏观经济学和货币经济学(E-Macroeconomics and Monetary Economics)E0E0 - GeneralE00 - GeneralE01 - Measurement and Data on National Income and Product Accounts and WealthE1E1 - General Aggregative ModelsE10 - GeneralE11 - Marxian; Sraffian; Institutional; EvolutionaryE12 - Keynes; Keynesian; Post-KeynesianE13 - NeoclassicalE17 - Forecasting and SimulationE19 - OtherE2E2 - Consumption, Saving, Production, Employment, and Investment E20 - GeneralE21 - Consumption; SavingE22 - Capital; Investment (including Inventories); CapacityE23 - ProductionE24 - Employment; Unemployment; WagesE25 - Aggregate Factor Income DistributionE26 - Informal Economy; Underground EconomyE27 - Forecasting and SimulationE29 - OtherE3E3 - Prices, Business Fluctuations, and CyclesE30 - GeneralE31 - Price Level; Inflation; DeflationE32 - Business Fluctuations; CyclesE37 - Forecasting and SimulationE39 - OtherE4E4 - Money and Interest RatesE40 - GeneralE41 - Demand for MoneyE42 - Monetary Systems; Standards; Regimes; Government and the Monetary SystemE43 - Determination of Interest Rates; Term Structure of Interest RatesE44 - Financial Markets and the MacroeconomyE47 - Forecasting and SimulationE49 - OtherE5E5 - Monetary Policy, Central Banking, and the Supply of Money and CreditE50 - GeneralE51 - Money Supply; Credit; Money MultipliersE52 - Monetary Policy (Targets, Instruments, and Effects)E58 - Central Banks and Their PoliciesE59 - OtherE6E6 -Macroeconomic Policy Formation, Macroeconomic Aspects of Public Finance, Macroeconomic Policy, and General Outlook E60 - GeneralE61 - Policy Objectives; Policy Designs and Consistency; Policy CoordinationE62 - Fiscal Policy; Public Expenditures, Investment, and Finance; TaxationE63 - Comparative or Joint Analysis of Fiscal and Monetary Policy; StabilizationE64 - Incomes Policy; Price PolicyE65 - Studies of Particular Policy EpisodesE66 - General Outlook and ConditionsE69 - OtherF- 国际经济学(F-International Economics)F0F0 - General F00 - GeneralF01 - Global OutlookF02 - International Economic Order; Noneconomic International Organizations ·Economic Integration and Globalization: GeneralF1F1 - TradeF10 - GeneralF11 - Neoclassical Models of TradeF12 - Models of Trade with Imperfect Competition and Scale EconomiesF13 - Commercial Policy; Protection; Promotion; Trade Negotiations; International OrganizationsF14 - Country and Industry Studies of TradeF15 - Economic IntegrationF16 - Trade and Labor Market InteractionsF17 - Trade Forecasting and SimulationF18 - Trade and EnvironmentF19 - OtherF2F2 - International Factor Movements and International Business F20 - GeneralF21 - International Investment; Long-Term Capital MovementsF22 - International MigrationF23 - Multinational Firms; International BusinessF29 - OtherF3F3 - International FinanceF30 - GeneralF31 - Foreign ExchangeF32 - Current Account Adjustment; Short-Term Capital Movements F33 - International Monetary Arrangements and InstitutionsF34 - International Lending and Debt ProblemsF35 - Foreign AidF36 - Financial Aspects of Economic IntegrationF37 - International Finance Forecasting and SimulationF4F4 - Macroeconomic Aspects of International Trade and Finance F40 - GeneralF41 - Open Economy MacroeconomicsF42 - International Policy Coordination and TransmissionF43 - Economic Growth of Open EconomiesF47 - Forecasting and SimulationF49 - OtherG-金融经济学(G-Financial Economics)G0G0 - GeneralG00 - GeneralG1G1 - General Financial MarketsG10 - GeneralG11 - Portfolio Choice; Investment DecisionsG12 - Asset PricingG13 - Contingent Pricing; Futures PricingG14 - Information and Market Efficiency; Event StudiesG15 - International Financial MarketsG18 - Government Policy and RegulationG19 - OtherG2G2 - Financial Institutions and ServicesG20 - GeneralG21 - Banks; Other Depository Institutions; MortgagesG22 - Insurance; Insurance CompaniesG23 - Pension Funds; Other Private Financial InstitutionsG24 - Investment Banking; Venture Capital; BrokerageG28 - Government Policy and RegulationG29 - OtherG3G3 - Corporate Finance and GovernanceG31 - Capital Budgeting; Investment PolicyG32 - Financing Policy; Capital and Ownership StructureG33 - Bankruptcy; LiquidationG34 - Mergers; Acquisitions; Restructuring; Corporate Governance G35 - Payout PolicyG38 - Government Policy and RegulationG39 - OtherH-公共经济学(H-Public Economics)H0H0 - GeneralH00 - GeneralH1H1 - Structure and Scope of GovernmentH10 - GeneralH11 - Structure, Scope, and Performance of GovernmentH19 - OtherH2H2 - Taxation, Subsidies, and RevenueH20 - GeneralH21 - Efficiency; Optimal TaxationH22 - IncidenceH23 - Externalities; Redistributive Effects; Environmental Taxes and SubsidiesH24 - Personal Income and Other Nonbusiness Taxes and Subsidies H25 - Business Taxes and SubsidiesH26 - Tax EvasionH27 - Other Sources of RevenueH29 - OtherH3H3 - Fiscal Policies and Behavior of Economic AgentsH30 - GeneralH31 - HouseholdH32 - FirmH39 - OtherH4H4 - Publicly Provided GoodsH40 - GeneralH41 - Public GoodsH42 - Publicly Provided Private GoodsH43 - Project Evaluation; Social Discount RateH49 - OtherH5H5 - National Government Expenditures and Related PoliciesH50 - GeneralH51 - Government Expenditures and HealthH52 - Government Expenditures and EducationH53 - Government Expenditures and Welfare ProgramsH54 - Infrastructures; Other Public Investment and Capital Stock H55 - Social Security and Public PensionsH56 - National Security and WarH57 - ProcurementH59 - OtherH6H6 - National Budget, Deficit, and DebtH60 - GeneralH61 - Budget; Budget SystemsH62 - Deficit; SurplusH63 - Debt; Debt ManagementH69 - OtherH7H7 - State and Local Government; Intergovernmental RelationsH70 - GeneralH71 - State and Local Taxation, Subsidies, and RevenueH72 - State and Local Budget and ExpendituresH73 - Interjurisdictional Differentials and Their EffectsH74 - State and Local BorrowingH77 - Intergovernmental Relations; FederalismH79 - OtherH8H8 - Miscellaneous IssuesH80 - GeneralH81 - Governmental Loans, Loan Guarantees, and CreditsH82 - Governmental PropertyH83 - Public AdministrationH87 - International Fiscal Issues; International Public Goods H89 - OtherI-卫生经济学教育经济学和福利经济学(I-Health, Education and Welfare)I0I0 - GeneralI00 - GeneralI1I1 - HealthI10 - GeneralI11 - Analysis of Health Care MarketsI12 - Health Production: Nutrition, Mortality, Morbidity, Substance Abuse and Addiction, Disability, and Economic Behavior I18 - Government Policy; Regulation; Public HealthI19 - OtherI2I2 - EducationI20 - GeneralI21 - Analysis of EducationI22 - Educational FinanceI23 - Higher Education Research InstitutionsI28 - Government PolicyI29 - OtherI3I3 - Welfare and PovertyI30 - GeneralI31 - General Welfare; Basic Needs; Living Standards; Quality of Life; HappinessI32 - Measurement and Analysis of PovertyI38 - Government Policy; Provision and Effects of Welfare Programs I39 - OtherJ-劳动经济学和人口经济学(J-Labour and Demographic Economics)J0 - GeneralJ00 - GeneralJ1J1 - Demographic EconomicsJ10 - GeneralJ11 - Demographic Trends and ForecastsJ12 - Marriage; Marital Dissolution; Family StructureJ13 - Fertility; Family Planning; Child Care; Children; Youth J14 - Economics of the Elderly; Economics of the Handicapped J15 - Economics of Minorities and Races; Non-labor Discrimination J16 - Economics of Gender; Non-labor DiscriminationJ17 - Value of Life; Foregone IncomeJ18 - Public PolicyJ19 - OtherJ2J2 - Time Allocation, Work Behavior, and Employment Determination and Creation; Human CapitalJ20 - GeneralJ21 - Labor Force and Employment, Size, and StructureJ22 - Time Allocation and Labor SupplyJ23 - Employment Determination; Job Creation; Demand for Labor; Self-EmploymentJ24 - Human Capital; Skills; Occupational Choice; Labor ProductivityJ26 - Retirement; Retirement PoliciesJ28 - Safety; Accidents; Industrial Health; Job Satisfaction; Related Public PolicyJ29 - OtherJ3J3 - Wages, Compensation, and Labor CostsJ30 - GeneralJ31 - Wage Level and Structure; Wage Differentials by Skill, Training, Occupation, etc.J32 - Nonwage Labor Costs and Benefits; Private PensionsJ33 - Compensation Packages; Payment MethodsJ38 - Public PolicyJ39 - OtherJ4 - Particular Labor MarketsJ40 - GeneralJ41 - Contracts: Specific Human Capital, Matching Models, Efficiency Wage Models, and Internal Labor MarketsJ42 - Monopsony; Segmented Labor MarketsJ43 - Agricultural Labor MarketsJ44 - Professional Labor Markets and OccupationsJ45 - Public Sector Labor MarketsJ48 - Public PolicyJ49 - OtherJ5J5 - Labor–Management Relations, Trade Unions, and Collective BargainingJ50 - GeneralJ51 - Trade Unions: Objectives, Structure, and EffectsJ52 - Dispute Resolution: Strikes, Arbitration, and Mediation; Collective BargainingJ53 - Labor–Management Relations; Industrial JurisprudenceJ54 - Producer Cooperatives; Labor Managed FirmsJ58 - Public PolicyJ59 - OtherJ6J6 - Mobility, Unemployment, and VacanciesJ60 - GeneralJ61 - Geographic Labor Mobility; Immigrant WorkersJ62 - Job, Occupational, and Intergenerational MobilityJ63 - Turnover; Vacancies; LayoffsJ64 - Unemployment: Models, Duration, Incidence, and Job Search J65 - Unemployment Insurance; Severance Pay; Plant ClosingsJ68 - Public PolicyJ69 - OtherJ7J7 - Labor DiscriminationJ70 - GeneralJ71 - DiscriminationJ78 - Public PolicyJ79 - OtherJ8 - Labor Standards: National and International J80 - GeneralJ81 - Working ConditionsJ82 - Labor Force CompositionJ83 - Workers' RightsJ88 - Public PolicyJ89 - OtherK-法律和经济学(K-Law and Economics)K0K0 - GeneralK00 - GeneralK1K1 - Basic Areas of LawK10 - GeneralK11 - Property LawK12 - Contract LawK13 - Tort Law and Product LiabilityK14 - Criminal LawK19 - OtherK2K2 - Regulation and Business LawK20 - GeneralK21 - Antitrust LawK22 - Corporation and Securities LawK23 - Regulated Industries and Administrative Law K29 - OtherK3K3 - Other Substantive Areas of LawK30 - GeneralK31 - Labor LawK32 - Environmental, Health, and Safety LawK33 - International LawK34 - Tax LawK35 - Personal Bankruptcy LawK39 - OtherK4K4 - Legal Procedure, the Legal System, and Illegal Behavior K40 - GeneralK41 - Litigation ProcessK42 - Illegal Behavior and the Enforcement of LawK49 - OtherL-产业组织(L-Industrial Organization)L0L0 - GeneralL00 - GeneralL1L1 - Market Structure, Firm Strategy, and Market Performance L10 - GeneralL11 - Production, Pricing, and Market Structure; Size Distribution of FirmsL12 - Monopoly; Monopolization StrategiesL13 - Oligopoly and Other Imperfect MarketsL14 - Transactional Relationships; Contracts and Reputation; NetworksL15 - Information and Product Quality; Standardization and CompatibilityL16 - Industrial Organization and Macroeconomics; Macroeconomic Industrial Structure; Industrial Price IndicesL19 - OtherL2L2 - Firm Objectives, Organization, and BehaviorL20 - GeneralL21 - Business Objectives of the FirmL22 - Firm Organization and Market Structure: Markets vs. Hierarchies; Vertical Integration; ConglomeratesL23 - Organization of ProductionL24 - Contracting Out; Joint VenturesL25 - Firm Performance: Size, Age, Profit, and SalesL29 - OtherL3 - Nonprofit Organizations and Public EnterpriseL30 - GeneralL31 - Nonprofit Institutions; NGOsL32 - Public EnterprisesL33 - Comparison of Public and Private Enterprises; Privatization; Contracting OutL39 - OtherL4L4 - Antitrust Issues and PoliciesL40 - GeneralL41 - Monopolization; Horizontal Anticompetitive PracticesL42 - Vertical Restraints; Resale Price Maintenance; Quantity DiscountsL43 - Legal Monopolies and Regulation or DeregulationL44 - Antitrust Policy and Public Enterprise, Nonprofit Institutions, and Professional OrganizationsL49 - OtherL5L5 - Regulation and Industrial PolicyL50 - GeneralL51 - Economics of RegulationL52 - Industrial Policy; Sectoral Planning MethodsL53 - Government Promotion of FirmsL59 - OtherL6L6 - Industry Studies: ManufacturingL60 - GeneralL61 - Metals and Metal Products; Cement; Glass; CeramicsL62 - Automobiles; Other Transportation EquipmentL63 - Microelectronics; Computers; Communications Equipment L64 - Other Machinery; Business Equipment; ArmamentsL65 - Chemicals; Rubber; Drugs; BiotechnologyL66 - Food; Beverages; Cosmetics; TobaccoL67 - Other Consumer Nondurables: Clothing, Textiles, Shoes, and LeatherL68 - Appliances; Other Consumer DurablesL69 - OtherL7 - Industry Studies: Primary Products and ConstructionL70 - GeneralL71 - Mining, Extraction, and Refining: Hydrocarbon FuelsL72 - Mining, Extraction, and Refining: Other Nonrenewable ResourcesL73 - Forest Products: Lumber and PaperL74 - ConstructionL78 - Government PolicyL79 - OtherL8L8 - Industry Studies: ServicesL80 - GeneralL81 - Retail and Wholesale Trade; Warehousing; e-CommerceL82 - Entertainment; Media (Performing Arts, Visual Arts, Broadcasting, Publishing, etc.)L83 - Sports; Gambling; Recreation; TourismL84 - Personal, Professional, and Business ServicesL85 - Real Estate ServicesL86 - Information and Internet Services; Computer SoftwareL87 - Postal and Delivery ServicesL88 - Government PolicyL89 - OtherL9L9 - Industry Studies: Transportation and UtilitiesL90 - GeneralL91 - Transportation: GeneralL92 - Railroads and Other Surface Transportation: Autos, Buses, Trucks, and Water Carriers; PortsL93 - Air TransportationL94 - Electric UtilitiesL95 - Gas Utilities; Pipelines; Water UtilitiesL96 - TelecommunicationsL97 - Utilities: GeneralL98 - Government PolicyL99 - OtherM-企业管理和商务经济学;市场营销学;会计学(M-Business Administration and Business Economics; Marketing; Accounting)M0M0 - GeneralM00 - GeneralM1M1 - Business AdministrationM10 - GeneralM11 - Production ManagementM12 - Personnel ManagementM13 - EntrepreneurshipM14 - Corporate Culture; Social ResponsibilityM19 - OtherM2M2 - Business EconomicsM20 - GeneralM21 - Business EconomicsM29 - OtherM3M3 - Marketing and AdvertisingM30 - GeneralM31 - MarketingM37 - AdvertisingM39 - OtherM4M4 - Accounting and AuditingM40 - GeneralM41 - AccountingM42 - AuditingM49 - OtherM5M5 - Personnel EconomicsM50 - GeneralM51 - Firm Employment Decisions; Promotions (hiring, firing, turnover, part-time, temporary workers, seniority issues)M52 - Compensation and Compensation Methods and Their Effects (stock options, fringe benefits, incentives, family support programs, seniority issues)M53 - TrainingM54 - Labor Management (team formation, worker empowerment, job design, tasks and authority, job satisfaction)M55 - Labor Contracting Devices: Outsourcing; Franchising; Other M59 - OtherN-经济史(N-Economic History)N0N0 - GeneralN00 - GeneralN01 - Development of the Discipline: Historiographical; Sources and MethodsN1N1 - Macroeconomics and Monetary Economics; Growth and FluctuationsN10 - General, International, or ComparativeN11 - U.S.; Canada: Pre-1913N12 - U.S.; Canada: 1913–N13 - Europe: Pre-1913N14 - Europe: 1913–N15 - Asia including Middle EastN16 - Latin America; CaribbeanN17 - Africa; OceaniaN2N2 - Financial Markets and InstitutionsN20 - General, International, or ComparativeN21 - U.S.; Canada: Pre-1913N22 - U.S.; Canada: 1913–N23 - Europe: Pre-1913N24 - Europe: 1913–N25 - Asia including Middle EastN26 - Latin America; CaribbeanN27 - Africa; OceaniaN3N3 - Labor and Consumers, Demography, Education, Income, and WealthN30 - General, International, or ComparativeN31 - U.S.; Canada: Pre-1913N32 - U.S.; Canada: 1913–N33 - Europe: Pre-1913N34 - Europe: 1913–N35 - Asia including Middle EastN36 - Latin America; CaribbeanN37 - Africa; OceaniaN4N4 - Government, War, Law, and RegulationN40 - General, International, or ComparativeN41 - U.S.; Canada: Pre-1913N42 - U.S.; Canada: 1913–N43 - Europe: Pre-1913N44 - Europe: 1913–N45 - Asia including Middle EastN46 - Latin America; CaribbeanN47 - Africa; OceaniaN5N5 - Agriculture, Natural Resources, Environment, and Extractive IndustriesN50 - General, International, or ComparativeN51 - U.S.; Canada: Pre-1913N52 - U.S.; Canada: 1913–N53 - Europe: Pre-1913N54 - Europe: 1913–N55 - Asia including Middle EastN56 - Latin America; CaribbeanN57 - Africa; OceaniaN6N6 - Manufacturing and ConstructionN60 - General, International, or ComparativeN61 - U.S.; Canada: Pre-1913N62 - U.S.; Canada: 1913–N63 - Europe: Pre-1913N64 - Europe: 1913–N65 - Asia including Middle EastN66 - Latin America; CaribbeanN67 - Africa; OceaniaN7N7 - Transport, International and Domestic Trade, Energy, Technology, and Other ServicesN70 - General, International, or ComparativeN71 - U.S.; Canada: Pre-1913N72 - U.S.; Canada: 1913–N73 - Europe: Pre-1913N74 - Europe: 1913–N75 - Asia including Middle EastN76 - Latin America; CaribbeanN77 - Africa; OceaniaN8N8 - Micro-Business HistoryN80 - General, International, or ComparativeN81 - U.S.; Canada: Pre-1913N82 - U.S.; Canada: 1913–N83 - Europe: Pre-1913N84 - Europe: 1913–N85 - Asia including Middle EastN86 - Latin America; CaribbeanN87 - Africa; OceaniaN9N9 - Regional and Urban HistoryN90 - General, International, or ComparativeN91 - U.S.; Canada: Pre-1913N92 - U.S.; Canada: 1913–N93 - Europe: Pre-1913N94 - Europe: 1913–N95 - Asia including Middle EastN96 - Latin America; CaribbeanN97 - Africa; OceaniaO- 经济发展，技术变迁和增长(O-Economic Development, Technological Change, and Growth)O1O1 - Economic DevelopmentO10 - GeneralO11 - Macroeconomic Analyses of Economic DevelopmentO12 - Microeconomic Analyses of Economic DevelopmentO13 - Agriculture; Natural Resources; Energy; Environment; Other Primary ProductsO14 - Industrialization; Manufacturing and Service Industries; Choice of TechnologyO15 - Human Resources; Human Development; Income Distribution; MigrationO16 - Financial Markets; Saving and Capital InvestmentO17 - Formal and Informal Sectors; Shadow Economy; Institutional Arrangements: Legal, Social, Economic, and PoliticalO18 - Regional, Urban, and Rural AnalysesO19 - International Linkages to Development; Role of International OrganizationsO2O2 - Development Planning and PolicyO20 - GeneralO21 - Planning Models; Planning PolicyO22 - Project AnalysisO23 - Fiscal and Monetary Policy in DevelopmentO24 - Trade Policy; Factor Movement Policy; Foreign Exchange PolicyO29 - OtherO3O3 - Technological Change; Research and DevelopmentO30 - GeneralO31 - Innovation and Invention: Processes and IncentivesO32 - Management of Technological Innovation and R&DO33 - Technological Change: Choices and Consequences; Diffusion ProcessesO34 - Intellectual Property Rights: National and International IssuesO38 - Government PolicyO39 - OtherO4O4 - Economic Growth and Aggregate ProductivityO40 - GeneralO41 - One, Two, and Multisector Growth ModelsO42 - Monetary Growth ModelsO47 - Measurement of Economic Growth; Aggregate Productivity O49 - OtherO5O5 - Economywide Country StudiesO50 - GeneralO51 - U.S.; CanadaO52 - EuropeO53 - Asia including Middle EastO54 - Latin America; CaribbeanO55 - AfricaO56 - OceaniaO57 - Comparative Studies of CountriesP-经济体制(P-Economic Systems)P0P0 - GeneralP00 - GeneralP1P1 - Capitalist SystemsP10 - GeneralP11 - Planning, Coordination, and ReformP12 - Capitalist EnterprisesP13 - Cooperative EnterprisesP14 - Property RightsP16 - Political EconomyP17 - Performance and ProspectsP19 - OtherP2P2 - Socialist Systems and Transitional EconomiesP20 - GeneralP21 - Planning, Coordination, and ReformP22 - PricesP23 - Factor and Product Markets; Industry Studies; Population P24 - National Income, Product, and Expenditure; Money; Inflation。

《时间序列分析》课程教学大纲Time Series Analysis课程代码：课程性质：专业基础理论课/必修适用专业：统计开课学期：6总学时数：56 总学分数：3.5编写年月：2007.5 修订年月：2007.7执笔：涂钰青一、课程的性质和目的本课程是经济学中较新的、较重要的分支，主要对依时间次序观测的数据进行统计分析。

近几年随着计算机的普及发展，时间序列分析在许多领域都得到较好的应用，特别是在金融领域的应用也日益突出。

学好时间序列分析已成为对金融工程专业学生的基本要求，同时也为他们今后的工作打好基础。

通过该门课程的学习，要求学生能较深刻地理解时间序列的基本理论、思想和方法，掌握时间序列分析中水平指标和速度指标的计算，并根据时间序列用最小平方法配合趋势方程用以预测未来。

并能应用于解决实践中遇到的问题，从而提高学生的数理金融素质，加强学生开展数学科研工作和解决实际问题金融的能力，掌握用时间序列模型进行基本实证分析的方法。

二、课程教学内容及学时分配本课程主干内容包括：时间序列概述、时间序列的水平分析、时间序列的速度分析、时间序列的长期趋势分析和季节变动与循环变动的测定。

第一章时间序列概述(8学时)本章内容：时间序列的概念及构成，时间序列的种类（绝对数时间序列、相对数时间序列、平均数时间序列），时间序列的编制原则（时间长短要统一、总体范围要一致、指标的经济内容应统一、各指标的计算方法、计算价格、计量单位都应统一）本章要求1. 了解时间序列的概念及构成；2. 了解绝对数时间序列、相对数时间序列和平均数时间序列；3. 了解时间序列的编制原则。

第二章时间序列的水平分析(12学时)本章内容：发展水平，平均发展水平的概念，序时平均数的计算（根据绝对数时间序列计算、根据相对数时间序列计算、根据平均数时间序列计算），增减量（逐期增减量、累计增减量）平均增减量（水平法、累计法）本章要求1. 了解时间序列的发展水平；2. 了解时间序列平均发展水平的概念；3. 理解序时平均数的计算，掌握根据绝对数时间序列计算、根据相对数时间序列计算和根据平均数时间序列计算；4. 理解逐期增减量和累计增减量；5. 理解平均增减量的水平法和累计法。

《时间序列分析》课程教学大纲一、课程基本信息二、课程教学目标本课程的目的是使学生掌握时间序列分析的基本理论和方法，让学生借助计算机的存储功能和计算功能来抽象掉其深奥的数学理论和复杂的运算，通过建模练习来掌握时间序列分析的基本思路和方法。

第一，通过这门课程的学习，培养学生对分析方法的理解，使学生初步掌握分析随机数据序列的基本思路和方法。

第二，通过这门课程的学习，使得学生能够运用时间序列分析知识和理论去分析、解决实际问题。

第三，通过这门课程的学习，提高学生利用时间序列的基本思想来处理实际问题，为后续学习打下方法论基础。

三、教学学时分配《时间序列分析》课程理论教学学时分配表《时间序列分析》课程实验内容设置与教学要求一览表四、教学内容和教学要求第一章时间序列分析简介（学时4）（一）教学要求通过本章内容的学习，了解时间序列的定义，理解时间序列的常用分析方法，掌握随机过程、平稳随机过程、非平稳随机过程、自相关基本概念。

（二）教学重点与难点教学重点：时间序列的相关概念。

教学难点：随机过程、系统自相关性。

（三）教学内容第一节引言第二节时间序列的定义（拟采用慕课或翻转课堂）第三节时间序列分析方法1．描述性时序分析2．统计时序分析第四节时间序列分析软件第五节上机指导1．创建时间序列数据集2．时间序列数据集的处理本章习题要点：1、基本概念和特征；2、软件基本操作。

第二章时间序列的预处理（学时6）（拟采用慕课或翻转课堂）（一）教学要求通过本章内容的学习，了解平稳时间序列的定义，理解平稳性和随机性检验的原理，掌握平稳性和随机性检验的方法。

（二）教学重点与难点教学重点：平稳时间序列的定义及统计性质。

教学难点：时间序列的相关统计量。

（三）教学内容第一节平稳性检验1．特征统计量2．平稳时间序列的定义3．平稳时间序列的统计性质4．平稳时间序列的意义5．平稳性的检验第二节纯随机性检验1．纯随机序列的定义2．白噪声序列的性质3．纯随机性的检验第二节上机指导1．绘制时序图2．平稳性与纯随机性检验本章习题要点：1、绘制给定时间序列的相关图；2、计算给定时间序列的相关统计量；3、检验序列的平稳性及纯随机性。

办公自动化杂志0概述所谓时间序列（Time Series）是指把反映某一现象的同一指标在不同时间上的取值按照时间的先后顺序排列，以此形成的一个动态数列。

时间序列分析也是一种应用非常广泛的数量分析方法，对数据进行时间序列分析是为了发现随时间变化的数据中具有的某种规律性，并能使用此规律性规则来预测未来可能发生的情况，也就是对处于不断发展变化的社会经济现象从动态的角度进行分析。

Excel 作为一个入门级的工具，同时又足以满足统计学教学的需要，对于还未接触过数据分析软件的学生来说是非常理想的工具。

本文将以我国2010年至2019年的国内生产总值的数据作为分析数据。

通过查询国家统计局官网所公布的次级资料，得到我国2010年至2019年的国内生产总值的数据，分别为：412119.3亿元、487940.2亿元、538580.0亿元、592963.2亿元、643563.1亿元、688858.2亿元、746395.1亿元、832035.9亿元、919281.1亿元，在进行分析之前先把数据输入Excel 工作表A1：B11单元格中。

1时间序列指标分析指标分析法是指通过计算一系列的时间序列分析指标，再进行对比分析，以此来描述现象的发展变化状况和发展变化程度的一种适用于时间序列分析的方法，其中根据反映现象的是绝对水平还是相对水平可以再分为水平分析指标和速度分析指标，这两种方法各有不同的特点和作用，各揭示不同的经济问题和状况，可根据研究目的分别采用或综合运用。

以下将利用我国2010年至2019年国内生产总值数据，采用指标分析法计算分析我国2010年至2019年国内生产总值的发展变化状况和程度。

1.1水平分析指标发展水平是指时间数列中各具体数值，一般用表示。

2010年至2019年的发展水平可直接得出，即是这十年的国内生产总值。

平均发展水平是不同时间上发展水平的平均数，平均发展水平指标可以消除不同时间上数量的差异，说明现象在一段时期的一般水平。

时间序列分析方法索引实战型能落地大数据营销/管理专家-黄俭老师简介：滨江双创联盟荣誉理事长；上海蓝草企业管理咨询有限公司首席讲师；多家知名企业特聘高级管理顾问。

黄老师多年在企业管理、公司战略规划、市场营销、品牌建设、员工管理、绩效考核、上市公司等等方面有着丰富的实践经验；深刻理解了东西方管理精髓。

进入培训教育行业，作为资深培训讲师，在企业内训课、公开课、CEO总裁班等百余家企业和大学课堂讲授战略管理、营销管理、品牌管理等领域专业课程，结合自身的企业实践和理论研究，开发的具有知识产权的一系列新营销课程收到企业和广大学员的欢迎和热烈反馈。

听黄老师上课，可以聆听他的职场经历，分享他的成绩，干货多多！课程突出实用性、故事性、新鲜性和幽默性。

宽广的知识体系、丰富的管理实践、积极向上、幽默风趣构成了独特的教学培训风格，深受听众欢迎。

通过一系列销售案例剖析点评，使销售管理人员掌握一些管理先进理念，分析技巧、提高解决问题的能力。

黄老师近期培训的东风汽车-商用车公司，华东医药公司的销售团队在培训后，销售业绩有了20%提升。

擅长领域：战略管理/领导力系列/ 经典营销/新营销/大数据营销授课风格：采用情景式教学法，运用相关的角色模拟和案例分析诠释授课内容，理论与实战并举，侧重实战，结合视听教材，帮助学员在理论基础与实践应用方面全面提升。

广大的学员认为授课风格为：幽默风趣、条理清晰、实战、理论联系实际。

主讲课程：《电话营销技巧》《杰出的房地产销售》《如何做好一流的客户服务》《电子商务与网络营销》、《销售流程与技巧》、《大客户营销》、《顾问式销售》、《如何成为成功的房产销售员》、《总经理视角下的营销管理》、《非营销人员的营销管理》、《如何塑造成功的电子商务品牌》，《精准数据营销实战》、《卓越营销的营销策划》、《打造双赢关系营销》、《卓越客户服务及实战》、《海外市场客服及实务》要作数值预测，最好的方法莫过于回归预测。

通过建立起影响因素（即自变量）与目标变量之间的函数关系式，就可以对因变量的未来值进行预测。

《应用时间序列分析》课程教学大纲一、课程基本信息课程代码：课程名称：应用时间序列分析英文名称：Applied Time Series Analysis课程类别：专业课学时：48学分：3适用对象: 统计学、应用统计学、数据科学与大数据技术专业本科生考核方式：考试先修课程：数学分析、高等代数、概率论、数理统计二、课程简介时间序列分析是统计学科的一个重要分支，它主要研究随着时间的变化，事物发生、发展的过程，寻找事物发展变化的规律，并预测未来的走势。

在日常生产生活中，时间序列比比皆是，目前时间序列分析方法广泛地应用于经济、金融、天文、气象、海洋、物理、化学、医学、质量控制等诸多领域，成为众多行业经常使用的统计方法。

作为数理统计学的一个分支，时间序列分析遵循数理统计学的基本原理，但由于时间的不可重复性，使得我们在任意一个时刻只能获得唯一的序列观察值，这种特殊性的数据结构导致时间序列分析又存在其非常特殊，自成的一套分析方法。

应用时间序列分析根据时序分析方法对各种社会、金融等现象进行认识分析，并使用时间序列分析的相关软件，具有较强的应用性和可操作性。

本课程主要介绍时间序列分析的基本理论和方法，包括AR 模型，MA 模型，ARMA 模型，单位根检验法，平稳序列的模型识别方法、模型检验、优化、预测，非平稳时序模型，无季节效应的非平稳序列分析，有季节效应的非平稳序列分析，包括因素分解理论、指数平滑预测模型等时间序列分析理论和方法。

其次，R语言不仅是一款统计软件，还是一个可以进行交互式数据分析和探索的强大平台，金融、经济、医疗、数据挖掘等诸多领域都基于R研发它们的分析方法。

在这个平台上，时间序列分析方法可以非常便捷地嵌入其他领域的研究中，成为各行业实务分析的基础方法。

最重要的一点是，由于R语言的开放性和资源共享性，它可以汇集全球R用户的智慧和创造力，以惊人的速度发展。

在R平台上，新方法的更新速度是以周为单位计算的，这是传统统计软件所无法比拟的。

Chapter 4 Time Series AnalysisTime Series （时间序列） Computing （计算）Analysis （分析） 4.1 Time Series 4.1.1 conceptA time series is a set of observations on a variable measured atsuccessive points in time or over successive periods of time.（是一个变量在连续时点或持续时期上的观测值的集合。

）时间序列：反映某个社会经济现象的统计指标在不同时间上的不同取值，按时间先后顺序排列起来形成。

构成要素：被研究现象所属时间；反映被研究经济现象的统计指标在不同时间的取值。

4.1.2 type绝对数时间序列：由总量指标数值所构成的时间序列：分类：时期数列：如国内生产总值、工资总额、某药品产量。

(P190 表10.2)时点数列：人口数、企业职工数、流动资金占用额。

(P190 表10.3)The difference(区别） between successive points time series and successiveperiods time series : Multipliable（可加性）Relation to time（与时间的关系） Method of register （登记方法）相对数时间序列：由绝对数时间序列派生而来，各指标数值一般不宜相加：资金利润率、商业网点密度、计划完成程度。

平均数时间序列：由绝对数时间序列派生而来，各指标数值一般不宜相加：全员劳动生产率、五年计划期间GDP增长率4.1.3 organize 时间序列的编制：时间长度尽可能一致,便于比较.时间序列包括的总体范围尽可能一致:如行政区划、隶属关系、经营范围、指标口径、计价标准、缺失资料的处理、统计制度的变化，都会影响统计资料的可比性。

JEL分类号JEL分类号JEL分类系统，是美国经济学会《经济文献杂志》（Journal of Economic Literature)所创立的对经济学文献的主题分类系统，并被现代西方经济学界广泛采用。

该分类方法主要采用开头的一个英文字母与随后的两位阿拉伯数字一起对经济学各部类进行“辞书式”编码分类。

目录A-经济学总论和教学B-经济学思想流派和方法论C-数理和数量方法D-微观经济学E-宏观经济学和货币经济学F- 国际经济学G-金融经济学H-公共经济学I-卫生经济学，教育经济学和福利经济学J-劳动经济学和人口经济学K-法律和经济学L-产业组织M-企业管理和商务经济学;市场营销学;会计学N-经济史O- 经济发展，技术变迁和增长P-经济体制Q-农业经济学和自然资源经济学R-城市经济学，农村经济学和区域经济学Z-其他专题A-经济学总论和教学（ A- General Economics and Teaching ）A1A1 - General EconomicsA10 - GeneralA11 - Role of Economics; Role of Economists; Market for Economists A12 - Relation of Economics to Other Disciplines A13 - Relation of Economics to Social ValuesA14 - Sociology of EconomicsA19 - OtherA2A2 - Economics Education and Teaching of EconomicsA20 - GeneralA21 - Pre-collegeA22 - UndergraduateA23 - GraduateA29 - OtherA3A3 - Multisubject Collective WorksA30 - GeneralA31 - Multisubject Collected Writings of IndividualsA32 - Multisubject VolumesA39 - OtherB-经济学思想流派和方法论( B-Schools of Economic Thought and Methodology )B0B0 - GeneralB00 - GeneralB1B1 - History of Economic Thought through 1925B10 - GeneralB11 - PreclassicalB12 - ClassicalB13 - Neoclassical through 1925B14 - Socialist; MarxistB15 - Historical; InstitutionalB16 - QuantitativeB19 - OtherB2B2 - History of Economic Thought since 1925B20 - GeneralB21 - MicroeconomicsB22 - MacroeconomicsB23 - Econometrics; Quantitative StudiesB24 - Socialist; MarxistB25 - Historical; Institutional; Evolutionary; Austrian B29 - OtherB3B3 - History of Thought: IndividualsB30 - GeneralB31 - IndividualsB4B4 - Economic MethodologyB40 - GeneralB41 - Economic MethodologyB49 - OtherB5B5 - Current Heterodox ApproachesB50 - GeneralB51 - Socialist; Marxian; SraffianB52 - Institutional; EvolutionaryB53 - AustrianB59 - OtherC-数理和数量方法(C-Mathematical and Quantitative Methods) C0C0 - GeneralC00 - GeneralC1C1 - Econometric and Statistical Methods: GeneralC10 - GeneralC11 - Bayesian AnalysisC12 - Hypothesis TestingC13 - EstimationC14 - Semiparametric and Nonparametric MethodsC15 - Statistical Simulation Methods; Monte Carlo Methods; Bootstrap MethodsC16 - Specific DistributionsC19 - OtherC2C2 - Econometric Methods: Single Equation Models; Single VariablesC20 - GeneralC21 - Cross-Sectional Models; Spatial Models; Treatment Effect ModelsC22 - Time-Series ModelsC23 - Models with Panel DataC24 - Truncated and Censored ModelsC25 - Discrete Regression and Qualitative Choice ModelsC29 - OtherC3C3 - Econometric Methods: Multiple/Simultaneous Equation Models; Multiple VariablesC30 - GeneralC31 - Cross-Sectional Models; Spatial Models; Treatment Effect ModelsC32 - Time-Series ModelsC33 - Models with Panel DataC34 - Truncated and Censored ModelsC35 - Discrete Regression and Qualitative Choice ModelsC39 - OtherC4C4 - Econometric and Statistical Methods: Special TopicsC40 - GeneralC41 - Duration AnalysisC42 - Survey MethodsC43 - Index Numbers and AggregationC44 - Statistical Decision Theory; Operations ResearchC45 - Neural Networks and Related T opicsC49 - OtherC5C5 - Econometric ModelingC50 - GeneralC51 - Model Construction and EstimationC52 - Model Evaluation and TestingC53 - Forecasting and Other Model ApplicationsC59 - OtherC6C6 - Mathematical Methods and ProgrammingC60 - GeneralC61 - Optimization Techniques; Programming Models; Dynamic AnalysisC62 - Existence and Stability Conditions of EquilibriumC63 - Computational TechniquesC65 - Miscellaneous Mathematical T oolsC67 - Input–Output ModelsC68 - Computable General Equilibrium ModelsC69 - OtherC7C7 - Game Theory and Bargaining TheoryC70 - GeneralC71 - Cooperative GamesC72 - Noncooperative GamesC73 - Stochastic and Dynamic Games; Evolutionary Games C78 - Bargaining Theory; Matching TheoryC79 - OtherC8C8 - Data Collection and Data Estimation Methodology; Computer ProgramsC80 - GeneralC81 - Methodology for Collecting, Estimating, and Organizing Microeconomic DataC82 - Methodology for Collecting, Estimating, and Organizing Macroeconomic DataC87 - Econometric SoftwareC88 - Other Computer SoftwareC89 - OtherC9C9 - Design of ExperimentsC90 - GeneralC91 - Laboratory, Individual BehaviorC92 - Laboratory, Group BehaviorC93 - Field ExperimentsC99 - OtherD-微观经济学(D-Microeconomics)D0D0 - GeneralD00 - GeneralD01 - Microeconomic Behavior: Underlying PrinciplesD02 - Institutions: Design, Formation, and OperationsD1D1 - Household Behavior and Family EconomicsD10 - GeneralD11 - Consumer Economics: TheoryD12 - Consumer Economics: Empirical AnalysisD13 - Household Production and Intrahousehold Allocation D14 - Personal FinanceD18 - Consumer ProtectionD19 - OtherD2D2 - Production and OrganizationsD20 - GeneralD21 - Firm BehaviorD23 - Organizational Behavior; Transaction Costs; Property Rights D24 - Production; Capital and Total Factor Productivity; Capacity D29 - OtherD3D3 - DistributionD30 - GeneralD31 - Personal Income, Wealth, and Their DistributionsD33 - Factor Income DistributionD39 - OtherD4D4 - Market Structure and PricingD40 - GeneralD41 - Perfect CompetitionD42 - MonopolyD43 - Oligopoly and Other Forms of Market ImperfectionD44 - AuctionsD45 - Rationing; LicensingD46 - Value TheoryD49 - OtherD5D5 - General Equilibrium and DisequilibriumD50 - GeneralD51 - Exchange and Production EconomiesD52 - Incomplete MarketsD57 - Input–Output Tables and AnalysisD58 - Computable and Other Applied General Equilibrium Models D59 - OtherD6D6 - Welfare EconomicsD60 - GeneralD61 - Allocative Efficiency; Cost–Benefit AnalysisD62 - ExternalitiesD63 - Equity, Justice, Inequality, and Other Normative Criteria and MeasurementD64 - AltruismD69 - OtherD7D7 - Analysis of Collective Decision-MakingD70 - GeneralD71 - Social Choice; Clubs; Committees; AssociationsD72 - Economic Models of Political Processes: Rent-Seeking,Elections, Legislatures, and Voting BehaviorD73 - Bureaucracy; Administrative Processes in Public Organizations; CorruptionD74 - Conflict; Conflict Resolution; AlliancesD78 - Positive Analysis of Policy-Making and Implementation D79 - OtherD8D8 - Information, Knowledge, and UncertaintyD80 - GeneralD81 - Criteria for Decision-Making under Risk and Uncertainty D82 - Asymmetric and Private Information D83 - Search; Learning; Information and KnowledgeD84 - Expectations; SpeculationsD85 - Network FormationD86 - Economics of Contract LawD89 - OtherD9D9 - Intertemporal Choice and GrowthD90 - GeneralD91 - Intertemporal Consumer Choice; Life Cycle Models and Saving D92 - Intertemporal Firm Choice and Growth, Investment, or FinancingD99 - OtherE-宏观经济学和货币经济学(E-Macroeconomics and Monetary Economics)E0E0 - GeneralE00 - GeneralE01 - Measurement and Data on National Income and Product Accounts and WealthE1E1 - General Aggregative ModelsE10 - GeneralE11 - Marxian; Sraffian; Institutional; EvolutionaryE12 - Keynes; Keynesian; Post-KeynesianE13 - NeoclassicalE17 - Forecasting and SimulationE19 - OtherE2E2 - Consumption, Saving, Production, Employment, and Investment E20 - GeneralE21 - Consumption; SavingE22 - Capital; Investment (including Inventories); CapacityE23 - ProductionE24 - Employment; Unemployment; WagesE25 - Aggregate Factor Income DistributionE26 - Informal Economy; Underground EconomyE27 - Forecasting and SimulationE29 - OtherE3E3 - Prices, Business Fluctuations, and CyclesE30 - GeneralE31 - Price Level; Inflation; DeflationE32 - Business Fluctuations; CyclesE37 - Forecasting and SimulationE39 - OtherE4E4 - Money and Interest RatesE40 - GeneralE41 - Demand for MoneyE42 - Monetary Systems; Standards; Regimes; Government and the Monetary SystemE43 - Determination of Interest Rates; Term Structure of Interest RatesE44 - Financial Markets and the MacroeconomyE47 - Forecasting and SimulationE49 - OtherE5E5 - Monetary Policy, Central Banking, and the Supply of Money and CreditE50 - GeneralE51 - Money Supply; Credit; Money MultipliersE52 - Monetary Policy (Targets, Instruments, and Effects)E58 - Central Banks and Their PoliciesE59 - OtherE6E6 -Macroeconomic Policy Formation, Macroeconomic Aspects of Public Finance, Macroeconomic Policy, and General Outlook E60 - GeneralE61 - Policy Objectives; 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Segmented Labor MarketsJ43 - Agricultural Labor MarketsJ44 - Professional Labor Markets and OccupationsJ45 - Public Sector Labor MarketsJ48 - Public PolicyJ49 - OtherJ5J5 - Labor–Management Relations, Trade Unions, and Collective BargainingJ50 - GeneralJ51 - Trade Unions: Objectives, Structure, and EffectsJ52 - Dispute Resolution: Strikes, Arbitration, and Mediation; Collective BargainingJ53 - Labor–Management Relations; Industrial Jurisprudence J54 - Producer Cooperatives; Labor Managed FirmsJ58 - Public PolicyJ59 - OtherJ6J6 - Mobility, Unemployment, and VacanciesJ61 - Geographic Labor Mobility; Immigrant WorkersJ62 - Job, Occupational, and Intergenerational MobilityJ63 - Turnover; Vacancies; LayoffsJ64 - Unemployment: Models, Duration, Incidence, and Job Search J65 - Unemployment Insurance; Severance Pay; Plant ClosingsJ68 - Public PolicyJ69 - OtherJ7J7 - Labor DiscriminationJ70 - GeneralJ71 - DiscriminationJ78 - Public PolicyJ79 - OtherJ8 - Labor Standards: National and International J80 - GeneralJ81 - Working ConditionsJ82 - Labor Force CompositionJ83 - Workers' RightsJ88 - Public PolicyJ89 - OtherK-法律和经济学(K-Law and Economics)K0K0 - GeneralK00 - GeneralK1K1 - Basic Areas of LawK10 - GeneralK11 - Property LawK12 - Contract LawK13 - Tort Law and Product LiabilityK14 - Criminal LawK19 - OtherK2K2 - Regulation and Business LawK20 - GeneralK21 - Antitrust LawK22 - Corporation and Securities LawK23 - Regulated Industries and Administrative Law K29 - OtherK3K3 - Other Substantive Areas of LawK30 - GeneralK31 - Labor LawK32 - Environmental, Health, and Safety LawK33 - International LawK34 - Tax LawK35 - Personal Bankruptcy LawK39 - OtherK4K4 - Legal Procedure, the Legal System, and Illegal Behavior K40 - GeneralK41 - Litigation ProcessK42 - Illegal Behavior and the Enforcement of LawK49 - OtherL-产业组织(L-Industrial Organization)L0L0 - GeneralL00 - GeneralL1L1 - Market Structure, Firm Strategy, and Market Performance L10 - GeneralL11 - Production, Pricing, and Market Structure; 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《时间序列分析》(双语)课程教学大纲（2001年制订，2004年修订）课程编号：060063英文名：Time Series Analysis课程类别：统计学专业选修课前置课：线性代数、概率论与数理统计、计算机基础后置课：学分：2学分课时：36课时（其中实验课12课时）主讲教师：王芳选定教材：易丹辉，数据分析与Eviews应用，：中国统计，2002自编英文讲义课程概述：时间序列分析是一门实用性极强的课程，是进行科学研究的一项重要工具。

近年来，时序分析已普遍应用于工农业生产、科学技术和社会经济生活的许多领域。

本课程着重介绍平稳时间序列数据的分析、建模及预测，如AR，MA和ARMA三个模型，并且针对非平稳时间序列，介绍其平稳化的一些方法及建模方法，如ARIMA模型等。

教学目的：本课程的教学，目的在于让学生能从数量上揭示某一现象的发展变化规律或从动态的角度刻划某一现象与其他现象之间的在数量关系及其变化规律性，达到认识客观世界之目的。

具体来说是使得学生能分析时间序列的统计规律性，构造拟合它的最佳数学模型，浓缩时间序列的信息，简化对时间序列的表示，给出预报结果的精度分析；使学生掌握时间序列的基本概念以及时序的分类，学会对具体时序的分析步骤与建模方法，进而掌握如何判断已建立模型与原来数据的适应性及对未来值的预报。

教学方法：采取理论讲授、课堂讨论、上机实习及课下收集相关资料的方式。

理论课采用多媒体教学,有效的利用课堂时间，要求学生上机完成作业。

由于本课程重在要求学生能利用所学的方法来分析实际经济问题，所以鼓励学生收集与本课程有关的期刊论文，从中学习如何利用数据结果来分析问题。

本课程课堂讲授34学时。

每章应布置2－4道思考题，并根据具体容适当布置一些计算题和分析题。

考试方式为闭卷考试。

总评成绩：平时作业30%，考试成绩占70%各章教学要求及教学要点Chapter 1 Introduction课时分配：4学时教学要求：本章对时间序列、时间序列的种类、时间序列分析、计算机软件等容作了介绍，要求掌握的是有关时间序列的各个概念，熟悉时间序列的种类，为避免复杂的计算，应熟悉计量经济软件Eviews的基本操作。

《时间序列分析》课程教学大纲课程编号：07245课程名称：时间序列分析英文名称：Time Series Analysis课程类型：专业方向课课程要求：限选课学时/学分：56^.5 （讲课学时：48实验学时：0上机学时：8）开课学期：7适用专业：数学与应用数学授课语言：中文课程网站：无一、课程性质与任务《时间序列分析》是高等院校应用数学类专业的一门专业理论课。

通过本门课程的教学, 使学生较系统、完整的了解线性回归理论和时间序列分析的基本理论，学会运用线性回归理论和时间序列分析理论构建数学模型，解决现实生产和生活中的实际问题。

时间序列分析的理论被广泛应用于经济学、生物医学、人口统计等多门学科领域，本课程的任务是使学生能够根据所学理论解决各个领域中的数学建模问题，并通过学习并使用统计软件Eviews,会对模型中的数据进行处理，得到符合实际的结论。

二、课程与其他课程的联系《时间序列分析》课程作为数学专业的专业课程之一，以《概率论》、《数理统计》为主要理论基础，并涉及到《数学分析》和《高等代数》的学科的应用。

该门学科紧密联系实际, 并紧跟时代发展前沿，在大数据时代，本学科能将数学系学生所学专业知识直接转化为解决数据分析问题方法和手段。

三、课程教学目标1.通过《时间序列分析》课程的学习，掌握时间序列的基本定义、模型建立前期数据处理、模型选择和建立等基本理论。

学生学会ARMA模型的预处理、模型识别、模型优化及预测。

并在该基础模型的基础上，掌握非平稳时间序列的基础知识和相应主要模型的构建。

掌握条件异方差模型的建立和应用，掌握伪回归的判定和协整理论。

要求学生能够熟练应用统计软件，如Eviews、STATA等。

（支撑毕业要求指标点4.1）2.通过学习，培养学生应用能力。

将所学的时间序列分析模型理论，利用实际数据，进行模型选择，对数据进行分析和处理，根据理论要求选择适当的模型，并能够准确进行模型建立和参数估计，并根据模型优化理论选择最优模型。

《统计学》课程教学大纲课程编号：1331050课程名称：《统计学》总学时数：54实验或上机学时：12先修课程：高等数学（微积分、概率论与数理统计）、计算机基础、会计学。

后续课程：计量经济学、国际贸易、国际金融、国际投资学、市场营销学等。

一、说明部分1、课程性质：统计学是研究如何搜集数据，分析数据，以便得出正确认识结论的方法论科学。

它是国家教育部规定的财经类专业的核心课程，主要研究如何用科学的方法去搜集、整理、分析国民经济和社会发展的实际数据，并通过统计所特有的统计指标和指标体系，表明所研究的社会经济现象的规模、水平、速度、比例和效益，以反映社会经济现象发展规律在一定时间、地点、条件下的作用，描述社会经济现象数量之间的联系关系和变动规律。

本课程在非统计专业的本科教学中，一般作为专业基础课程安排在第三学期开设。

2、教学目标及意义：通过本课程的教学，使学生了解统计学的基本原理，掌握统计学的基本方法，在定性分析基础上做好定量分析。

用统计学的知识去“发现问题、分析问题、解决问题”，提高学生们专业的应用技能，以适应社会主义市场经济中各类问题的实证研究、科学决策和经济管理的需要。

同时，也为学习计量经济学、国际投资学、市场营销学等其他分支学科课程奠定基础。

3、教学内容及教学要求:教学内容共计8章：第一章总论 Introduction第二章统计调查Statistical surveys第三章统计整理Statistical Date Arrangement第四章统计指标分析Statistical Indicator Analysis第五章统计抽样Sampling第六章统计相关与回归分析Correlation and regression第七章时间数列分析Time series analysis第八章统计指数Index numbers analysis教学要求：考虑到财经类专业把本课程作为专业基础课开设，本课程的内容既包括统计方法，也包括必要的社会经济指标核算的基本知识。

Package‘blocklength’October12,2022Type PackageTitle Select an Optimal Block-Length to Bootstrap Dependent Data(Block Bootstrap)Version0.1.5Maintainer Alec Stashevsky<***********************>Description A set of functions to select the optimal block-length for a dependent bootstrap(block-bootstrap).Includes the Hall,Horowitz,and Jing (1995)<doi:10.1093/biomet/82.3.561>cross-validation method and thePolitis and White(2004)<doi:10.1081/ETC-120028836>Spectral DensityPlug-in method,including the Patton,Politis,and White(2009)<doi:10.1080/07474930802459016>correction with a corresponding set of S3 plot methods.License GPL(>=2)Encoding UTF-8RoxygenNote7.1.2Suggests testthat,covr,parallel,knitr,rmarkdownImports tseries,statsURL https:///r/blocklength,https:///Alec-Stashevsky/blocklengthBugReports https:///Alec-Stashevsky/blocklength/issues VignetteBuilder knitrNeedsCompilation noAuthor Alec Stashevsky[aut,cre],Sergio Armella[ctb]Repository CRANDate/Publication2022-03-0223:50:02UTC12hhj R topics documented:hhj (2)plot.hhj (4)plot.pwsd (5)pwsd (6)Index8hhj Hall,Horowitz,and Jing(1995)"HHJ"Algorithm to Select the Opti-mal Block-LengthDescriptionPerform the Hall,Horowitz,and Jing(1995)"HHJ"cross-validation algorithm to select the optimal block-length for a bootstrap on dependent data(block-bootstrap).Dependent data such as stationary time series are suitable for usage with the HHJ algorithm.Usagehhj(series,nb=100L,n_iter=10L,pilot_block_length=NULL,sub_sample=NULL,k="two-sided",bofb=1L,search_grid=NULL,grid_step=c(1L,1L),cl=NULL,verbose=TRUE,plots=TRUE)Argumentsseries a numeric vector or time series giving the original data for which tofind the optimal block-length for.nb an integer value,number of bootstrapped series to compute.n_iter an integer value,maximum number of iterations for the HHJ algorithm to com-pute.pilot_block_lengtha numeric value,the block-length(l∗in HHJ)for which to perform initial blockbootstraps.sub_sample a numeric value,the length of each overlapping subsample,m in HHJ.hhj3 k a character string,either"bias/variance","one-sided",or"two-sided"de-pending on the desired object of estimation.If the desired bootstrap statistic isbias or variance then select"bias/variance"which sets k=3per HHJ.Ifthe object of estimation is the one-sided or two-sided distribution function,thenset k="one-sided"or k="two-sided"which sets k=4and k=5,respec-tively.For the purpose of generating symmetric confidence intervals around anunknown parameter,k="two-sided"(the default)should be used.bofb a numeric value,length of the basic blocks in the block-of-blocks bootstrap,see m=for tsbootstrap and Kunsch(1989).search_grid a numeric value,the range of solutions around l∗to evaluate within the MSE function after thefirst iteration.Thefirst iteration will search through all thepossible block-lengths unless specified in grid_step=.grid_step a numeric value or vector of at most length2,the number of steps to incre-ment over the subsample block-lengths when evaluating the MSE function.Ifgrid_step=1then each block-length will be evaluated in the MSE function.If grid_step>1,the MSE function will search over the sequence of block-lengths from1to m by grid_step.If grid_step is a vector of length2,thefirstiteration will step by thefirst element of grid_step and subsequent iterationswill step by the second element.cl a cluster object,created by package parallel,doParallel,or snow.If NULL,no parallelization will be used.verbose a logical value,if set to FALSE then no interim messages are output to the con-sole.Error messages will still be output.Default is TRUE.plots a logical value,if set to FALSE then no interim plots are output to the console.Default is TRUE.DetailsThe HHJ algorithm is computationally intensive as it relies on a cross-validation process using a type of subsampling to estimate the mean squared error(MSE)incurred by the bootstrap at various block-lengths.Under-the-hood,hhj()makes use of tsbootstrap,see Trapletti and Hornik(2020),to perform the moving block-bootstrap(or the block-of-blocks bootstrap by setting bofb>1)according to Kunsch (1989).Valuean object of class’hhj’ReferencesAdrian Trapletti and Kurt Hornik(2020).tseries:Time Series Analysis and Computational Finance.R package version0.10-48.Kunsch,H.(1989)The Jackknife and the Bootstrap for General Stationary Observations.The Annals of Statistics,17(3),1217-1241.Retrieved February16,2021,from http://www.jstor.org/stable/22417194plot.hhj Peter Hall,Joel L.Horowitz,Bing-Yi Jing,On blocking rules for the bootstrap with dependent data,Biometrika,V olume82,Issue3,September1995,Pages561-574,DOI:doi:10.1093/biomet/82.3.561Examples#Generate AR(1)time seriessim<-stats::arima.sim(list(order=c(1,0,0),ar=0.5),n=500,innov=rnorm(500))#Calculate optimal block length for serieshhj(sim,sub_sample=10)#Use parallel computinglibrary(parallel)#Make cluster object with2corescl<-makeCluster(2)#Calculate optimal block length for serieshhj(sim,cl=cl)plot.hhj Plot MSE Function for HHJ AlgorithmDescriptionS3Method for objects of class’hhj’Usage##S3method for class hhjplot(x,iter=NULL,...)Argumentsx an object of class’hhj’iter a vector of hhj()iterations to plot.NULL.All iterations are plotted by default....Arguments passed on to base::ploty the y coordinates of points in the plot,optional if x is an appropriate structure. ValueNo return value,called for side effectsplot.pwsd5 Examples#Generate AR(1)time seriessim<-stats::arima.sim(list(order=c(1,0,0),ar=0.5),n=500,innov=rnorm(500))#Generate hhj class object of optimal block length for serieshhj<-hhj(sim,sub_sample=10)##S3method for class hhjplot(hhj)plot.pwsd Plot Correlogram for Politis and White Auto−Correlation Implied Hy-pothesis TestDescriptionS3Method for objects of class’pwsd’See?plot.acf of the stats package for more customization options on the correlogram,from which plot.pwsd is basedUsage##S3method for class pwsdplot(x,c=NULL,main=NULL,ylim=NULL,...)Argumentsx an of object of class’pwsd’or’acf’c a numeric value,the constant which acts as the significance level for the impliedhypothesis test.Defaults to qnorm(0.975)for a two-tailed95%confidencelevel.Politis and White(2004)suggest c=2.main an overall title for the plot,if no string is supplied a default title will be popu-lated.See titleylim a numeric of length2giving the y-axis limits for the plot...Arguments passed on to base::ploty the y coordinates of points in the plot,optional if x is an appropriate structure. ValueNo return value,called for side effects6pwsdExamples#Use S3Method#Generate AR(1)time seriessim<-stats::arima.sim(list(order=c(1,0,0),ar=0.5),n=500,innov=rnorm(500))b<-pwsd(sim,round=TRUE,correlogram=FALSE)plot(b)pwsd Politis and White(2004)Spectral Density"PWSD"Automatic Block-Length SelectionDescriptionRun the Automatic Block-Length selection method proposed by Politis and White(2004)and cor-rected in Patton,Politis,and White(2009).The method is based on spectral density estimation via flat-top lag windows of Politis and Romano(1995).This code was adapted from b.star to add functionality and include correlogram support including an S3method,see Hayfield and Racine (2008).Usagepwsd(data,K_N=NULL,M_max=NULL,m_hat=NULL,b_max=NULL,c=NULL,round=FALSE,correlogram=TRUE)Argumentsdata an nxk data.frame,matrix,or vector(if k=1)where the optimal block-length will be computed for each of the k columns.K_N an integer value,the maximum lags for the auto-correlation,rho k,which to apply the implied hypothesis test.Defaults to max(5,log(N)).See Politis andWhite(2004)footnote c.M_max an integer value,the upper-bound for the optimal number of lags,M,to compute the auto-covariance for.See Theorem3.3(ii)of Politis and White(2004).pwsd7 m_hat an integer value,if set to NULL(the default),then m_hat is estimated as the smallest integer after which the correlogram appears negligible for K_N lags.Inproblematic cases,setting m_hat to an integer value can be used to override theestimation procedure.b_max a numeric value,the upper-bound for the optimal block-length.Defaults to ceiling(min(3*sqrt(n),n/3))per Politis and White(2004).c a numeric value,the constant which acts as the significance level for the impliedhypothesis test.Defaults to qnorm(0.975)for a two-tailed95%confidencelevel.Politis and White(2004)suggest c=2.round a logical value,if set to FALSE then thefinal block-length output will not be rounded,the default.If set to TRUE thefinal estimates for the optimal block-length will be rounded to whole numbers.correlogram a logical value,if set to TRUE a plot of the correlogram(i.e.a plot of R(k)vs.k)will be output to the console.If set to FALSE,no interim plots will be outputto the console,but may be plotted later using the corresponding S3method,plot.pwsd.Valuean object of class’pwsd’ReferencesAndrew Patton,Dimitris N.Politis&Halbert White(2009)Correction to"Automatic Block-Length Selection for the Dependent Bootstrap"by D.Politis and H.White,Econometric Review,28:4,372-375,DOI:doi:10.1080/07474930802459016Dimitris N.Politis&Halbert White(2004)Automatic Block-Length Selection for the Dependent Bootstrap,Econometric Reviews,23:1,53-70,DOI:doi:10.1081/ETC120028836Politis,D.N.and Romano,J.P.(1995),Bias-Corrected Nonparametric Spectral Estimation.Journal of Time Series Analysis,16:67-103,DOI:doi:10.1111/j.14679892.1995.tb00223.xTristen Hayfield and Jeffrey S.Racine(2008).Nonparametric Econometrics:The np Package.Journal of Statistical Software27(5).DOI:doi:10.18637/jss.v027.i05Examples#Generate AR(1)time seriessim<-stats::arima.sim(list(order=c(1,0,0),ar=0.5),n=500,innov=rnorm(500))#Calculate optimal block length for seriespwsd(sim,round=TRUE)#Use S3Methodb<-pwsd(sim,round=TRUE,correlogram=FALSE)plot(b)Indexb.star,6base::plot,4,5hhj,2plot.hhj,4plot.pwsd,5,7pwsd,6title,5tsbootstrap,38。