And introduced the unit root test and the random process that can often be used in economy.
介绍了单位根检验以及经济中常用的随机过程。
Using LSTAR (1) model as an example, we give the unit root test statistic and its critical value.
以lstar(1)模型为例,本文给出了在其中进行单位根检验的统计量及其临界值。
The article educed that the series of hard wheat futures and spot prices show their first-order difference stationary, I (1) process, by the unit root test.
通过单位根检验,确定硬麦期货与现货价格序列具有一阶差分平稳性即i(1)过程。
应用推荐