ADF test is the most common method of unit root test.
ADF检验是实际中最常用的单位根检验之一。
In this paper, we provided the concept of long-memory. A diagnostic checking of long memory joined ADF test is given.
本文介绍了长记忆的概念,首次提出了一种与adf检验相结合的长记忆性判断方法。
This paper points out the limitation in reliability comparison of ADF test and PP test, as well as in these tests programming.
指出了传统ADF检验与PP 检验可靠性比较中存在的缺陷和不确定性以及这些检验本身存在的问题;
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.
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。
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