However, the correlation effect over time in SUR model is not taken into account. In a standard linear model, we often assume the error terms are identically independent distributed.
研究表明，与没有考虑不同时间上的相关性的信度回归模型相比较，考虑了相关性的模型得到的估计值的误差较小。
This article adopts Seemingly Unrelated Regression (SUR) to improve the model, to consider the cross-correlation of the FX rate of different currencies under the same term.
文章用似不相关(SUR)回归方法改进模型的参数估计，将各国货币汇率变动的交叉相关性考虑在内。
This article adopts Seemingly Unrelated Regression (SUR) to improve the model, to consider the cross-correlation of the FX rate of different currencies under the same term.
文章用似不相关(SUR)回归方法改进模型的参数估计，将各国货币汇率变动的交叉相关性考虑在内。
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