Unit-root test, Co integration test and Granger Causality test are applied to analyze factors of construction industrial growth.
在处理数据时,主要运用了计量经济学中单位根检验、格兰杰因果检验和协整检验的方法。
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。
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。
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。
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。
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。
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。
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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