在此基础上建立了描述上海城市竞争力短期动态变化的误差修正模型，并进行了预测方差分解。

Subsequently it establishes error correction models to describe short-term dynamic change and carries on forecast variance decomposition.

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首先，对样本指数基金的跟踪误差方差进行分解，分析其历史风险水平；然后，引入压力测试，预测样本指数基金未来的风险水平。

At first, we analyze sample index funds' historical risk levels as well as their risk structure by means of decomposition of tracking error variance.

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