- 向量自回歸模型
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vector autoregression中文什么意思
例句與用法
- The second part is a introduction to methods and models : vector autoregression , the cointegration of vector autoregression , and impulse response function and variance decomposition , which is on the basis of vector autoregression
第二部分是模型方法介紹。介紹了向量自回歸模型，向量自回歸模型中的協(xié)整，以及基于向量自回歸模型基礎(chǔ)上的脈沖響應(yīng)函數(shù)與方差分解。 - I find that the chinese stock market size was significantly and positively correlated with economic growth and saving deposits rate , even after controlling for other growth inducing variables . on the basis of this , the dynamic interaction relationship between stock market development and economic growth of china is examined in a bivariate vector autoregression ( var ) framework . i find there is one positive cointegration between stock market capitalization and economic growth , uni - directional causality from gdp to the stock market capitalization , but the stock market shock can influence the output positively
我們?cè)趦勺兞肯蛄孔曰貧w模型框架下考察了中國經(jīng)濟(jì)增長與股票市場(chǎng)發(fā)展之間的動(dòng)態(tài)互動(dòng)關(guān)系：股市規(guī)模與總產(chǎn)出之間存在著正向的協(xié)整關(guān)系，表明兩者在長期上是均衡發(fā)展的；格蘭杰因果檢驗(yàn)顯示兩者間存在著經(jīng)濟(jì)增長股票市場(chǎng)規(guī)模發(fā)展的單向因果關(guān)系，沖擊響應(yīng)分析結(jié)論指出股票市場(chǎng)和經(jīng)濟(jì)增長之間有著一種互動(dòng)關(guān)系，股票市場(chǎng)和經(jīng)濟(jì)增長的正向變動(dòng)均會(huì)給對(duì)方帶來永久的正向影響，但目前股票市場(chǎng)沖擊對(duì)產(chǎn)出的這種影響還很微弱。 - First , do a preliminary sum up in the field of the monetary policy transmission in real estate , from three aspect , theory of monetary policy transmission , key method of monetary policy transmission research ( vector autoregression ) and policy evaluation and study from different country researchers
為了回答這樣的問題。本文首先從貨幣政策傳導(dǎo)理論、貨幣政策傳導(dǎo)主要研究方法(向量自回歸)以及各國學(xué)者對(duì)貨幣金融政策研究評(píng)價(jià)3個(gè)方面對(duì)房地產(chǎn)市場(chǎng)貨幣政策傳導(dǎo)效應(yīng)的研究完成初步的歸納與討論。
百科釋義
Vector autoregression (VAR) is a statistical model used to capture the linear interdependencies among multiple time series. VAR models generalize the univariate autoregression (AR) models by allowing for more than one evolving variable.
詳細(xì)百科解釋