The results of an unit root testing can directly influence the process of modeling, the long-run equilibrium relationship and the short-run error correction mechanism.
单位根检验结果是否可信,直接影响后续的协整建模过程,从而影响变量之间长期的结构均衡关系,以及短期的误差修正机制。
The results of an unit root testing can directly influence the process of modeling, the long-run equilibrium relationship and the short-run error correction mechanism.
单位根检验结果是否可信,直接影响后续的协整建模过程,从而影响变量之间长期的结构均衡关系,以及短期的误差修正机制。
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