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。
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。
The result indicated that the energy demand of our country is the process of trend stability with a structure change rather than the process of unit root with a structure change;
研究结果表明:我国的能源需求是带有结构突变的趋势稳定过程而非结构突变的单位根过程;
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 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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