Reviewing the government bond scale by setting up the cointegration equation model.
使用协整模型评价现有国债规模。
Traditional linear cointegration theory and ECM can be used widely in time series analysis.
传统的线性协整和ECM在现代时间序列分析中得到广泛应用。
This paper analyzes the income and consumption of Chinese countryside under cointegration theory.
文章利用协整理论对我国农村居民收入和消费进行了分析。
Structure change can be classified into unit root related structure change and cointegration structure change.
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。
The research results show that the error—correcting model may not exist in arbitrary non—linear cointegration system .
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。
This paper analyzes foreign exchange reserves using year data from 1979 to 2005 by the method of cointegration analysis, and answers the above questions.
利用1979年—2005年的年度数据，运用协整分析的方法对外汇储备及相关变量进行分析，并通过得出的结论对上述问题给出一个解答。
Moreover, Chapter Three analyzes the effects of the foreign reserve on the money supply empirically through the cointegration theory and vector autoregression model.
第三章利用协整理论与向量自回归模型，从实证上分析了外汇储备对我国货币供给的影响。
Based on the stationarity test of time alignment, it can be determined that there is no cointegration between foreign exchange earnings from tourism and economic growth.
依据时间序列的平稳性检验可以判定：旅游外汇收入和经济增长两时间序列之间应不是协整的。
The study also USES cointegration test, Granger causality test as measurement methods. It tries to study new perspective on clear ideas and use scientific research methods.
研究还采用了协整检验和格兰杰因果关系检验等计量方法，力求做到研究视角新颖、研究思路清晰、研究方法科学。
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.
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。
The results show that there is a cointegration relationship between urbanization and energy consumption of our country and error correction mechanism exists in the short term;
结果表明，我国城市化与能源消费存在协整关系，短期内存在误差修正机制；
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。
Then performs cointegration test and causality test with the relative data, which shows the correlativity and the causality between the terms of trade and the influencing factors.
并对贸易条件及其主要影响因素进行了协整检验和因果关系检验，得出它们长期的相关关系，以及贸易条件与各因素间的因果关系。
This paper uses the monthly data of the years 2005-2008 to analyze several factors and their influence on China's agricultural export and import trade through cointegration analysis.
文章基于2005～2008年间月度数据，通过协整检验分析了各相关因素对农产品进出口的影响程度。
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.
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。
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.
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。
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。
Based on the Todaro model, we construct the econometric model. Combined the data of Jiangsu Province, we discuss the long-term effects of factors of surplus labor in rural using cointegration theory.
本文基于托达罗模型，构建了经济计量模型，并且结合江苏省的数据，运用协整理论对农村剩余劳动力转移的长期影响因素进行了探讨。
Chaper three has tested the qualitative conclusion quantitatively by the Cointegration Theory, Error Correction Model and Granger Causality test.
第三章运用协整理论，误差修正模型及格兰杰因果关系检验对定性分析结论进行了实证定量分析检验。
Cointegration tests and error correction model shows that: the relationship of China's housing and land prices in short or long-term is inconsistent.
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.
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。
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