本文用增广迪基-福勒检验(Augmented Dickey-Fuller Test,ADF test)进行平稳性检验 ,用EVIEWS5.0根据AIC准则进行自动判定滞后阶数,ADF检验结果如表五所示:...
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ADF test is the most common method of unit root test.
ADF检验是实际中最常用的单位根检验之一。
In this paper, we provided the concept of long-memory. A diagnostic checking of long memory joined ADF test is given.
本文介绍了长记忆的概念,首次提出了一种与adf检验相结合的长记忆性判断方法。
This paper points out the limitation in reliability comparison of ADF test and PP test, as well as in these tests programming.
指出了传统ADF 检验与PP 检验可靠性比较中存在的缺陷和不确定性以及这些检验本身存在的问题;
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