格兰杰因果检验和VAR模型中的脉冲响应函数则进一步印证了上述结论。
The results of Granger Causality Tests and Impulse Response Function in VAR model have proved that conclusion further.
根据宏观经济因素与股市关系,运用向量自回归理论的脉冲响应函数,建立了相应的冲击反应模型。
In line with the relationship between macroeconomic factors and stock market, this paper USES impulse response function to establish a corresponding impact-response model.
结果表明,相关小波法比FFT方法具有更明显的优势,获得了更高精度的脉冲响应函数和频响函数的提取。
The simulation results show that compared with the traditional FFT method, correlation wavelet method exhibits obvious advantages over FFT method, and the accuracy of the results is greatly improved.
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