Finally, an iterative algorithm of estimated parameters in the strictly stationary return sequences, which error terms are subject to ar (1) is put forward.
最后给出了误差项服从AR(1)时的严平稳收益序列中参数的一个迭代算法。
Mr Sims used a dash of theory to analyse the error terms in his equations and isolate the impact of the "fundamental shock", the primary source of unanticipated variation.
他用了少许的理论来分析他的等式中的误差,并且把不能预料到的变量的最基本的来源,那些最基本的冲击影响隔离起来。
However, the correlation effect over time in SUR model is not taken into account. In a standard linear model, we often assume the error terms are identically independent distributed.
研究表明,与没有考虑不同时间上的相关性的信度回归模型相比较,考虑了相关性的模型得到的估计值的误差较小。
应用推荐