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Granger Causality Test

格兰杰因果关系检验

网络释义

格兰杰因果关系

中国经济增长与煤炭消费结构的关系-华夏学习网关键词]煤炭消费量；协整；误差修正模型；格兰杰因果关系 [gap=586]Key words：coal consumption；cointegration；error correction model；Granger causality tests

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格兰杰因果检验

...效;格兰杰因果检验;面板数据 [gap=984]Key words:proportion of blockholder; corporate performance; Granger causality tests; panel data ...

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格兰杰因果关系检验

我们采用当前流行的格兰杰因果关系检验(Granger causality Tests)，格兰杰因果关系检验原理是采用：判断在对其他变量包括自身的过去值进行回归时，如果X的滞后值加进去能够显著改进对Y值的预测，...

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检验法

归模型（VAR）的格兰杰因果 检验法 (Granger Causality Tests)，对变量间的因果关系进行检验。

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短语

pairwise granger causality tests 格兰杰检验

granger non- causality tests 格兰杰因果关系分析法

双语例句 权威例句

The results of Granger Causality Tests and Impulse Response Function in VAR model have proved that conclusion further.

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。

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The paper makes use of Granger causality test and GARCH model to tests the return spillover and volatility spillover effect.

本文将利用两步法的GARCH模型对股票市场和权证市场的均值溢出和波动溢出进行检验。

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更多双语例句

Granger causality and long-horizon regression tests also show no causal links between daily returns or volatility in the crude oil and natural gas futures markets and the positions for two large energy exchange-traded index funds.

FORBES: Increased Futures Speculation Did Not Increase Food or Energy Prices

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