在实证研究中,本文对相关数据进行了协整和格兰杰因果检验,并通过误差修正模型研究了纺织品服装出口影响要素的短期动态关系。
In the empirical study, the synergistic integration and Granger causality test, and error correction model by textile clothing effect factor of the short term dynamics.
格兰杰因果检验和VAR模型中的脉冲响应函数则进一步印证了上述结论。
The results of Granger Causality Tests and Impulse Response Function in VAR model have proved that conclusion further.
在向量自回归模型基础上,通过格兰杰因果检验对我国货币供给的内生性或外生性作了实证检验。
This paper, based on Granger causality test in a vector autoregressive process, empirically analyzed the money supply in China.
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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