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。
Based on the unit root test with structural changes, the results show that the Chinese domestic per tourism rate from 1985 ~ 2008, is stationary trend with two structural broken points.
通过考虑结构变化的单位根检验发现,1985~2008年的国内旅游年人均出游率是一个带有两个结构突变点的趋势平稳过程。
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