介绍了单位根检验以及经济中常用的随机过程。
And introduced the unit root test and the random process that can often be used in economy.
ADF检验是实际中最常用的单位根检验之一。
这样对季节性时间序列进行单位根检验是很必要的。
Thus, testing unit root in seasonal time series is necessary.
最后,一个实例分析简要说明了这几个统计量在单位根检验中的应用。
Finally, an example is presented to illustrate the Lagrange multiplier statistics for unit root tests.
本文研究用正交多项式逼近非线性趋势,然后对残差进行单位根检验的方法。
Orthogonal polynomial approximation is proposed to estimate the nonlinear deterministic trend and then the residual is used to test the unit root.
本文通过几个例子介绍了三次单位根在复数计算、证明与多项式整除中的应用。
This paper, by examples, introduces the application of triple root in the calculation and proof of complex number, and exact division in multinomial.
关于结构突变问题大致可以分为有关单位根的结构突变问题和协整的结构突变问题。
Structure change can be classified into unit root related structure change and cointegration structure change.
其次,按照假设检验的零假设进行分类,系统阐述面板单位根检验和协整检验理论。
And according to the null hypothesis of hypothesis testing, the theory of panel unit root test and co-integration test are systemically described.
通过单位根检验,确定硬麦期货与现货价格序列具有一阶差分平稳性即i(1)过程。
The article educed that the series of hard wheat futures and spot prices show their first-order difference stationary, I (1) process, by the unit root test.
依照各单位根的功能,小麦根可分为3组:初生根组、次生根下位组和次生根上位组。
According to the function, the wheat roots could be divided into 3 groups: primary root group, lower secondary root group and upper secondary root group.
以lstar(1)模型为例,本文给出了在其中进行单位根检验的统计量及其临界值。
Using LSTAR (1) model as an example, we give the unit root test statistic and its critical value.
单位根检验结果显示创业投资时间序列和专利时间序列都是非平稳的,是一阶单整序列;
The result of the unit root test shows that the venture capital time series and the patent time series are both non-reposeful time series, they are integrated of order 1;
在处理数据时,主要运用了计量经济学中单位根检验、格兰杰因果检验和协整检验的方法。
Unit-root test, Co integration test and Granger Causality test are applied to analyze factors of construction industrial growth.
研究结果表明:我国的能源需求是带有结构突变的趋势稳定过程而非结构突变的单位根过程;
The result indicated that the energy demand of our country is the process of trend stability with a structure change rather than the process of unit root with a structure change;
本文首先构造了单位根过程外生性结构突变的检验,排除了数据生成过程的突变对建模的影响。
Firstly, we construct the test of the exogenous structural mutation for a unit root process and this eliminates the influences on the model from the mutation of the data growth process.
本文应用带单位根的门限自回归模型,对我国1990年来以来通货膨胀率的动态路径进行了模拟分析。
The paper builds up a TAR model with unit root to make an analysis of China's inflation rate since 1990.
因此,在四种检验方法中,内在性泡沫检验最优良,设定检验方法其次,单位根检验和协整检验可作为补充。
In a word, the test for intrinsic rational bubbles is the best method in all of these four tests and the specification test is the next.
单位根检验结果是否可信,直接影响后续的协整建模过程,从而影响变量之间长期的结构均衡关系,以及短期的误差修正机制。
The results of an unit root testing can directly influence the process of modeling, the long-run equilibrium relationship and the short-run error correction mechanism.
通过考虑结构变化的单位根检验发现,1985~2008年的国内旅游年人均出游率是一个带有两个结构突变点的趋势平稳过程。
Based on the unit root test with structural changes, the results show that the Chinese domestic per tourism rate from 1985 ~ 2008, is stationary trend with two structural broken points.
利用面板数据单位根检验、协整检验等计量经济学方法,实证分析了宏观经济指标对财产保险业务规模和赔付水平区域差异性的影响。
The paper made empirical analysis on the influence of macroeconomic index on the regional difference based on panel data′s unit root test, cointegration test, etc.
单位根检验是计量经济学中检验时间序列数据平稳性的最重要工具,而协整检验则是用来判断非平稳变量之间是否存在长期均衡关系的常用方法。
As an important tool of testing time series stationarity, unit root test is always used, and cointegration test is also often implied for judging long equilibrium between nonstationary variables.
在平均值为零或平均值为已知的季节时间序列模型中,根据加权对称估计量提出季节单位根的检验统计量,并求出此统计量的极限分布的表达式。
In this article, we propose seasonal unit root test statistics based on the Weighted Symmetric estimator and derive representation for limiting distributions of the statistics.
本文利用分圆多项式的所有根是单位根的性质,直接从给定的多项式入手,提出了判定一个多项式是否为分圆多项式的算法.算法简单明了,易于实现.。
An algorithm for cyclotomic polynomial test is presented based on that all the roots of a cyclotomic polynomial are unity. The algorithm is directed. simple and realized easily.
提出了未来水稻根系育种的一个方向,既适当控制根系的数量,增加根的平均长度,加深根在土壤中的分布,扩大根系的面积以及提高单位根量的根功能。
Adequate root number, deep root system, and efficient root activity per unit of root biomass will be needed for high-yield rice in the future breeding programs.
运用动态计量经济学的单位根检验模型、协整分析模型、因果关系检验模型,以桂林市为例,对国际旅游业和地方经济增长之间的动态关系进行了实证分析。
This paper uses unit root test model, co-integration test model and Granger Causal test model, to analyze the relation between international tourism and economic growth of Guilin.
通过对时间序列建立向量误差修正模型,运用单位根检验、协整检验、格兰杰因果关系检验、脉冲响应函数等方法精确地度量系统中变量之间相互影响的动态过程。
The article USES VECM, ADF Test, Johansen Test, Granger Causal Relation Test, Impulse Response Function to accurately measure the process that the variables influence each other in the system.
通过对时间序列建立向量误差修正模型,运用单位根检验、协整检验、格兰杰因果关系检验、脉冲响应函数等方法精确地度量系统中变量之间相互影响的动态过程。
The article USES VECM, ADF Test, Johansen Test, Granger Causal Relation Test, Impulse Response Function to accurately measure the process that the variables influence each other in the system.
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