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unit root
[ˈjuːnɪt ruːt]

  • 单位根:一些随机过程(如随机游走)的特征,可能会在涉及时间序列模型的统计推断中引起问题。

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  单位根

关键词:均值回归;自相关;方差比率;单位根;ANST-GARCH模型 [gap=11117]Key words: Mean Reversion; Autocorrelation; Variance ratio; Unit root; ANST-GARCH Model

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  否具有单位根

...明在具体运用协整检验等计量检验方法分析变量之间的均衡关系前,应当首先对被分析序列变量是否为I(1),即是否具有单位根(Unit Root)。常用的单位根检验模型是AugmentedDicky-Fuller,即ADF检验。

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短语

Unit root test 单位根检验 ; 单根检定 ; 检验

panel unit root test 单根检定 ; 单位根检验 ; 面板单位根检验

unit Root Process 单位根过程 ; 则称该过程为单位根过程

Seasonal Unit Root 季节性单根

Unit Root Tests 单位根检验

Panel Unit Root 面板单位根

individual unit root 不同根 ; 体单位根

Unit Root Examining 单位根检验

Unit Root Testing 位根检验

 更多收起网络短语
  • 单位根 - 引用次数:314

    Used in this article unit root test is ADF test.

    本文中用到的单位根检验方法是ADF检验。

    参考来源 - 我国房地产价格与通货膨胀的关联性研究

·2,447,543篇论文数据,部分数据来源于NoteExpress

Unit root

  • abstract: A unit root is a feature of processes that evolve through time that can cause problems in statistical inference involving time series models.

以上来源于: WordNet

双语例句权威例句

  • ADF test is the most common method of unit root test.

    ADF检验实际中常用单位检验之一。

    youdao

  • Thus, testing unit root in seasonal time series is necessary.

    这样季节性时间序列进行单位检验很必要的。

    youdao

  • And introduced the unit root test and the random process that can often be used in economy.

    介绍单位检验以及经济常用随机过程

    youdao

更多双语例句
  • As president, Clark said he also would "insist that Saudi Arabia take responsibility" and provide resources and intelligence to help the United States get bin Laden, including creating a joint U.S.-Saudi commando unit to root out terrorists.

    CNN: Clark: Bush lacks will to find bin Laden

  • We believe the best way to do this is through a combination of tough enforcement and education, such as the No Knives Better Lives campaign and the work of Violence Reduction Unit to tackle the root causes of violence and end this blight on our communities.

    BBC: Man in a hoodie holding a knife

  • Cydia founder Jay Freeman posted the above image on Twitter this afternoon to show that he had gained root access on his unit, telling Forbes he relied upon a well-known Android 4.0.4 exploit to take control of its OS. The bad news?

    ENGADGET

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