unit root test造句
例句與造句
- unit root tests on time series with garch-skew-t error term
誤差項的時序的單位根檢驗 - unit root test for seasonal time series with seasonal linear trend
的時間序列模型的建立與分析 - adf unit root test on time series with gjr-garch-skewt error term
利用加權對稱估計量對季節(jié)性時間序列的單位根檢驗 - as usual, the unit root test is done ( with adf ), and the ecm model is gradually adapted to the final equation
然后筆者用sas將二者合成,力求用最簡單的方式最真實地反映決策約束。 - we test the convergence with unit root test of panel data to examine the trend of china rural development regional disparity
為了考察中國農村發(fā)展地區(qū)差距的變化趨勢，我們采用面板數(shù)據(jù)單位根檢驗的不同方法對其收斂性進行了嚴格的計量檢驗。 - It's difficult to find unit root test in a sentence. 用unit root test造句挺難的
- firstly, in the preface part, the paper elaborate the development process and mainresearch result of panel data analysis, including basic theories and the latest researchresult about unit root test and cointegration
首先在引言部分闡述了面板數(shù)據(jù)分析理論的發(fā)展歷程和主要研究成果,包括面板數(shù)據(jù)分析的基本理論以及面板數(shù)據(jù)的單位根檢驗和協(xié)整分析等近期熱點研究領域的最新成果。 - in this paper, the algorithms of applying the conditions in electric power system short-term load forecasting are introduced . it also gives the algorithms of unit root test and cointegration test, which are necessary to the test of the conditions
針對預測精度的提高，本文還分析了組合預測應用于電力系統(tǒng)短期負荷預測的條件，指出：組合預測模型中的每個單項預測應與被預測變量具有協(xié)整關系。 - frist, this paper uses unit root test and cointegration techniques to study the correlations between chinese pulic capital and private capital formation, production efficiency and economic growth under the total production function by examining the sample from1978 to 2003
本文第一個工作是在總量生產函數(shù)的框架下,以1978-2003年為樣本期,運用單位根檢驗和協(xié)整分析方法研究了中國公共資本和私人資本形成、產出效率與經濟增長之間的相關性。 - strong the relationship of tax and economy, adjust the structure of budgetary expenditure … ) and some points need further research ( e . g . the analysis of tax structure … ) this paper adopt unit root test, cointegration test and ecm model to solve the spurious regression of traditional forecast model . var model has good forecast effect and stepwise regression can solve multicollinearity
本文在繼承前輩研究成果的基礎上力爭有所突破,在研究方法上,針對傳統(tǒng)稅收預測模型存在的某些缺陷,采用單位根檢驗、協(xié)整檢驗及ecm模型解決困擾計量經濟學界多時的偽回歸問題;grange因果關系檢驗、var模型被證明具有較好的預測效果;逐步回歸則有效的克服了多重共線性帶來的問題。 - (3 ) how to design the bayesian test method about the parameter's linear hypothesis according to the relationship between the multivariate t distribution and f distribution . ( 4 ) the bayesian diagnosis and unit root test method about the random error series . ( 5 ) the bayesian mean value quality control chart when the variance is known and the mean value-standard error control chart when the variance is unknown
然后，研究了擴散先驗分布下單方程模型參數(shù)的貝葉斯估計理論，證明了模型系數(shù)的后驗分布為多元t分布，模型誤差項方差的后驗估計為逆gamma分布；根據(jù)多元t分布和f分布之間的關系，構造了模型系數(shù)線性假設檢驗的貝葉斯方法；根據(jù)hpd置信區(qū)間構造了隨機誤差序列自相關的貝葉斯診斷和單位根檢驗方法，并利用單方程模型的貝葉斯推斷理論研究了方差已知時的貝葉斯均值控制圖和方差未知時的貝葉斯均值?標準差控制圖。 - the relations hip between the real estate price and residents'disposable income in china is analyzed from the point of view of economics theory, then based on the data from 20 provinces from 1990 to 2005, the relations hip between the real estate price and residents'disposable income in china is verified through unit roots test, cointegration test and long-term model test; finally, the basic policy suggestions are proposed based on the conclusion of theoretical and case analysis
摘要從經濟學理論的角度闡述了我國房地產價格與居民可支配收入的關系；然后基于1990~2005年我國20個省份組成的面板數(shù)據(jù)，通過單位根檢驗，協(xié)整檢驗，建立長期模型檢驗，驗證了我國房地產價格和居民可支配收入的關系；最后根據(jù)理論和實證分析得出的結論，提出了基本的政策建議。 - we research the stability of the three-factor model by using chow test and research the coefficient stationary by using unit root test, and forecast the coefficient of the model using arma 、 garch model . the results show that the model is instability in the long run, most coefficient is non-stationary, and we can preferably forecast the coefficient by using the arma 、 garch model . in the process of designing strategic investment portfolios and the strategic risk budgeting prevailing in resently which in order to control investment risk, the investors generally structure their portfolios in different industries
模型回歸系數(shù)是測度投資對象系統(tǒng)風險的重要指標,我們利用chow檢驗對證券收益三因素模型結構的穩(wěn)定性進行了分析研究,用adf檢驗對模型的三個回歸系數(shù)的穩(wěn)定性進行了實證分析,采用arma和garch模型對回歸系數(shù)的預測能力進行了研究,結果表明組合三因素模型結構不穩(wěn)定,但短期比長期結構穩(wěn)定性要高;大部分組合回歸系數(shù)時序穩(wěn)定性較差,同時arma和garch模型對每個回歸系數(shù)時間序列進行預測顯示有較好的預測能力。 - the fifth chapter " stock price arfima, garch and figarch model " introduced different kinds of time series models including fractal model, method such as analysis of variance ( anova ) and unit root test to test the stability of time series, method and criteria to estimate the arfima, garch and figarch model
第五章介紹了股票價格的分形時間序列模型，介紹了檢驗時間序列平穩(wěn)性的方差分析和單位根檢驗方法以及非平穩(wěn)的處理方法，arfima，garch和figarch模型的建模方法和股票市場的分形特征和股票價格的figarcll模型叭穴參數(shù)估計方法和估計準則。 - empirical analysis show that hierarchicalstructure panel data analysis model is the better one . finally, the dissertation study unit root test and cointegration of panel data set anddiscuss nonstationary of gdp and export annul data from 1992 to 2004 in the prc ’ sprovince, cities, and autonomous regions . empirical analysis show that the panel datahas a unit root, so it is nonststionary
并且考慮到中國內地省區(qū)市1992年至2004年的年度國內生產總值與對外出口貿易總額的面板數(shù)據(jù)集在中國內地東部、中部和西部的差異而設定了包括東部、中部和西部三個頂層效應以及各省區(qū)市的底層嵌套效應,利用建立的兩層嵌套面板數(shù)據(jù)模型對多層嵌套面板數(shù)據(jù)集做了實證分析,得到了較好的兩層嵌套擬合模型。