使用协整模型评价现有国债规模。
Reviewing the government bond scale by setting up the cointegration equation model.
运行软件MATLAB6.0对本文的样本数据进行统计检验及模型估计，结果显示这四个创业板市场间存在着协整关系，但在统计上并不显著。
Estimating the models with software MATLAB6.0, the result indicates that there are co-integrate relations among these four markets of second board, but not remarkable in statistical.
利用动态计量模型协整方法，得出影响农民家庭经营收入与工资性收入的主要影响因素和影响程度。
With the dynamic econometric models and cointegration approach, the extent and the influencing factors of farmers' household income and wage income are reached.
指出并非对任意非线性协整系统，都存在误差校正模型的表现形式。
The research results show that the error—correcting model may not exist in arbitrary non—linear cointegration system .
在协整检验的基础上，建立了各变量之间的长期均衡关系模型。
On the basis of co-integration test, the article sets up the model of the long-term relationship among variables.
本文运用VAR模型协整关系的递归估计方法，对我国房地产金融结构和房地产经济增长的关联性进行了分析。
By using recursive estimation in cointegrated VAR model, we analyze the relationship between real estate financial structure and growth of real estate economy in China.
本文借鉴协整的思想，并采用比协整回归更一般化的方法来研究股票之间的统计套利模型。
We adopt the idea of cointegration and apply the methods that are more generalized than cointegration regression to study the Statistical Arbitrage Models of the securities.
根据1952—2002年的统计数据，利用状态空间模型对中国电力消费与经济增长关系进行了变参数协整检验。
According to the statistic data from 1952 to 2002, the state space model is used to study the relationship between electricity consumption and China's economic growth.
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.
本文基于非参数回归模型的局部核权最小二乘法提出变量间非线性协整的一种非参数检验方法。
Based on the locally kernel weighted least squares fit of the nonparametric regression models, this paper presents the nonparametric testing method for nonlinear cointegration.
本文利用协整关系检验和向量自回归模型，从短期波动和长期均衡角度，描述和检验了国外总需求和总供给对中国经济增长的拉动作用。
By using the cointegration testing and vector autoregression models, we examine the long-run equilibrium and short-run fluctuations in the growth-led roles of foreign aggregate supply and demand.
本文基于非参数可加回归模型的局部核权最小二乘法提出变量间非线性协整的一种非参数检验方法。
Based on the local kernal weighted least squared fit of the nonparametric and additive regression model, this paper presents the nonparametric testing method for nonlinear cointegration.
然后通过实际的数据分析，得到了几个关键变量的标准化协整方程，验证了数理模型的解释力。
Then we get standard equations of several key variables and validate the capability of the mathematical models possess to explain these situations.
运用协整分析方法与误差纠正模型，考察了1991 ~ 2005年中国房地产价格与城市化水平之间的关系。
Using Johansen co integration test and vector error correction model, this paper investigates the relationship between price of real estate and urbanization in China over the period 1991-2005.
利用SAS的ETS模块做协整检验，不仅可以充分实现模型的设定和多样的估计，而且可以集成其他模块完善输出结果。
The SAS/ETS can completely specify model and achieve a variety of estimators, furthermore, it can perfect output show by combining other parts.
最后，根据协整关系的检验结果来建立VAR模型或者VEC模型，进而研究汇率变动对我国股市的影响。
Finally, establish VAR model or VEC model according to Co-integration results and then study exchange rate change to Our country Stock market's influence.
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.
协整检验和误差修正模型的结果表明：中国房价与地价的长短期关系是不一致的。
Cointegration tests and error correction model shows that: the relationship of China's housing and land prices in short or long-term is inconsistent.
本文采用协整、向量误差模型以及脉冲响应和方差分解的方法对中国货币供应、物价水平与经济增长的关系进行实证研究。
This paper uses cointegation, VEC model and impulse response methods to research the relationship among money supply, price and economic growth.
为了探究影响中国能源消费增长的内在规律，文章运用协整分析方法对能源消费与产业结构变化之间的关系进行了定量分析，并建立了向量误差修正模型。
The paper USES multivariable integration test and Granger causality test based on vector error correction model and analyzes the relationship between Chinas energy consumption and economic growth.
协整检验揭示国际收支与实际汇率之间存在协整关系，误差修正模型揭示对出口额的波动具有一定的反向调节作用，而对进口额的反向调节作用则很微弱。
As co-integration test reflects regulation between international trades and real exchange rate, correction mechanism suggests certain counter-regulation effect on export and weak effect on import.
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.
包括单整、协整理论、误差修正模型以及Grange因果检验。
There are some which are commonly used: co-integration theory, error correction model and Grange causality test.
包括单整、协整理论、误差修正模型以及Grange因果检验。
There are some which are commonly used: co-integration theory, error correction model and Grange causality test.
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