在模型中包含协整关系，即用协整组合的均衡误差对 模型进行修正，这类模型成为误差修正模型（Error Correction Model，ECM）。ECM的思想可简单概括为：某一时期出现的 非均衡将在下一期予以修正。
基于4个网页-相关网页
利用向量误差修正模型可以估计最小风险套期保值比，为投资者综合选择风险最小的套期保值策略提供了现实的、可操作的定量分析工具。
VECM model is helpful to estimate the hedge ratio with minimum risk which provides investors a practical and operable implement to choose hedging approaches.
通过误差修正模型发现我国狭义货币流通速度相对于产业结构变动的弹性为2.7，广义货币流通速度相对于产业结构变动的弹性为1.2。
By the ECM analysis, the elasticities of the narrow and the broad monetary velocity which are caused by the industrial structure are 2.7 and 1.2.
灰色模型实时误差预报修正的动态测量误差序列同样为随机过程，也具有上述基本特性。
The series of dynamic measuring errors of the predicting correction of real-time errors of gray model is also a random process and has these four basic characteristics.
应用推荐