And introduced the unit root test and the random process that can often be used in economy.
介绍了单位根检验以及经济中常用的随机过程。
Using LSTAR (1) model as an example, we give the unit root test statistic and its critical value.
以lstar(1)模型为例,本文给出了在其中进行单位根检验的统计量及其临界值。
The article educed that the series of hard wheat futures and spot prices show their first-order difference stationary, I (1) process, by the unit root test.
通过单位根检验,确定硬麦期货与现货价格序列具有一阶差分平稳性即i(1)过程。
The result of the unit root test shows that the venture capital time series and the patent time series are both non-reposeful time series, they are integrated of order 1;
单位根检验结果显示创业投资时间序列和专利时间序列都是非平稳的,是一阶单整序列;
Based on the unit root test with structural changes, the results show that the Chinese domestic per tourism rate from 1985 ~ 2008, is stationary trend with two structural broken points.
通过考虑结构变化的单位根检验发现,1985~2008年的国内旅游年人均出游率是一个带有两个结构突变点的趋势平稳过程。
Firstly, we construct the test of the exogenous structural mutation for a unit root process and this eliminates the influences on the model from the mutation of the data growth process.
本文首先构造了单位根过程外生性结构突变的检验,排除了数据生成过程的突变对建模的影响。
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。
The paper made empirical analysis on the influence of macroeconomic index on the regional difference based on panel data′s unit root test, cointegration test, etc.
利用面板数据单位根检验、协整检验等计量经济学方法,实证分析了宏观经济指标对财产保险业务规模和赔付水平区域差异性的影响。
Orthogonal polynomial approximation is proposed to estimate the nonlinear deterministic trend and then the residual is used to test the unit root.
本文研究用正交多项式逼近非线性趋势,然后对残差进行单位根检验的方法。
And according to the null hypothesis of hypothesis testing, the theory of panel unit root test and co-integration test are systemically described.
其次,按照假设检验的零假设进行分类,系统阐述面板单位根检验和协整检验理论。
In this article, we propose seasonal unit root test statistics based on the Weighted Symmetric estimator and derive representation for limiting distributions of the statistics.
在平均值为零或平均值为已知的季节时间序列模型中,根据加权对称估计量提出季节单位根的检验统计量,并求出此统计量的极限分布的表达式。
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.
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.
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。
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