cointegration test造句
例句与造句
- estimation of the critical values for pvecm-based panel cointegration test
的综列协整检验临界值的计算 - the cointegration test for inward fdi from america and trade between china and america
美国在华直接投资对中美贸易影响的协整分析 - the results demonstrate that the cointegration test method has a bright future in engineering area for condition monitoring and fault diagnosis for dynamic engineering systems
结果表明协整理论在非平稳工程系统状态监测与故障诊断领域有着良好的应用前景。 - appling unit root stationarity test and cointegration test theory, this paper studies the relationship of fiscal expenditure on science and technology and economic growth from 1978-2005
摘要利用单位根平稳性检验和协整检验的理论,研究1978-2005年度我国财政科技投入与经济增长的关系。 - the data from the engine and fccu simulator are processed and modeled using a cointegration testing method, and, propose the sub-cointegration model to diagnosis the systems ’ fault
针对故障诊断问题,作者提出了降阶诊断协整模型法,并使用该方法进一步确定了破坏发动机及fccu系统长期均衡关系的源头。 - It's difficult to find cointegration test in a sentence. 用cointegration test造句挺难的
- empirical results of the paper support this hypothesis . the third chapter introduces the theory of unit root examine, cointegration test, error correction model and granger-causality examine
第三章介绍了单位根检验、协整检验、误差修整模型、granger因果关系检验,这些都是文中后面估计模型和进行模型分析要用到的一些计量方法。 - in this paper, the algorithms of applying the conditions in electric power system short-term load forecasting are introduced . it also gives the algorithms of unit root test and cointegration test, which are necessary to the test of the conditions
针对预测精度的提高,本文还分析了组合预测应用于电力系统短期负荷预测的条件,指出:组合预测模型中的每个单项预测应与被预测变量具有协整关系。 - taking chinese only feed industrial futures-soybean meal futures in dalian commodity exchange as examples, this article examines the dynamic relationship between the prices of spot and futures, and discloses the role of futures market plays in price discovery quantitatively, using var model, cointegration test, error correction model, variance decomposition and impulse responses function methods, etc
摘要本文借助向量自回归模型、协整检验、误差修正模型、方差分解、脉冲响应函数等方法,以中国唯一的饲料工业期货大连商品交易所豆粕期货品种为例,研究了期货价格与现货价格之问的动态关系,定量刻画了期货市场在价格发现中的作用。 - based on existed theories, this dissertation systematically studied the quantitative effects of chinese monetary policy . and the main task of this article is to measure the quantitative effects of monetary policy on the investment, consumption and net export accurately by applying the newest econometric approaches, such as cointegration test, granger causality test and impulse response function
因此,本文在国内外学者已有的研究基础上,以我国货币政策实践的特殊性为背景,从货币政策在实体经济领域传导的主要途径(投资渠道、消费渠道、净出口渠道)出发,就我国货币政策实行间接调控以来的效果进行了系统的理论与实证研究。 - then we compare the results to the expect results on theory and in this we find some features of china's financial depth . from the change of trend index of the flux and the deposit, we can find that there are some consistent and not consistent between them . moreover, there are some contraries about the deposit and the flux, which is hereafter proved by the cointegration test among the index
根据各流量与存量指标所显示出的变化趋势,从总体上来看,我国的金融改革,既有与麦金农和肖的理论相符的地方,也有不一致之处,而且存量与流量指标在解释上也有相互矛盾的地方,这一点在此后各指标之间的协整分析上得到了印证。 - strong the relationship of tax and economy, adjust the structure of budgetary expenditure … ) and some points need further research ( e . g . the analysis of tax structure … ) this paper adopt unit root test, cointegration test and ecm model to solve the spurious regression of traditional forecast model . var model has good forecast effect and stepwise regression can solve multicollinearity
本文在继承前辈研究成果的基础上力争有所突破,在研究方法上,针对传统税收预测模型存在的某些缺陷,采用单位根检验、协整检验及ecm模型解决困扰计量经济学界多时的伪回归问题;grange因果关系检验、var模型被证明具有较好的预测效果;逐步回归则有效的克服了多重共线性带来的问题。 - using a 12-year time series of the average house prices and the per capita annual income of urban residents, from china statistic year book, the paper implements unit roots and cointegration tests as well as adl and ecm models to find that the house prices and the income are cointergrated and have a longtime equilibrium
摘要本文利用我国12年住宅销售价格和人均实际收入数据,采用单位根检验和协整分析,结合分布自回归滞后模型和误差修正模型,发现房价与收入之间存在(1,1)阶协整和长期均衡增长关系,而收入则对房价的影响有两年的滞后关系,且短时期内对房价没有显著影响。 - the author insists that the proposition on bmp contains numberous precondictions, the reference values of the qulitative papers are limited as they cannot answere exactly what on earth the bmp is . so this dissertation systematically studied the bmp of china according to the clue of monetary supply which is the immediate target of monetary policy . of course, the stress is to attempt to apply the newest econometric approaches, such as impulse response function and cointegration test, to develop the topic on bmp to a new regime and draw some valuable conclusions
因此,本文在国内外学者已有的研究基础上,以我国货币政策的中介目标??货币供应量为线索,就有关我国货币政策的宏观调控效果进行了系统的理论与实证研究,重点是应用国外时间序列经济计量学的最新研究成果,如脉冲响应函数、预测方差分解模型等进行探索性地定量分析,并得出有价值的实证结论。 - however, through the cointegration test, this paper finds that the effect of stock market on the economic growth is not so outstanding in the light of whether the scale or the liquidity of the stock market . while on the contrary, the development of bank system, denoted by savings deposits, has remarkable effect on the economic growth
尽管如此,本文通过协整检验发现:无论是从股市的规模来看,还是从股市的流动性来看,股市对经济增长的直接作用并不显著;但是,以城乡居民储蓄表示的银行体系发展却对经济增长有着显著影响。 - the results of granger causality testing and cointegration testing show that the monetary policy tools which were adopted such as credit, money supply mo, exchange rate have an special prominence effect on consumer price, consumption, share price, gdp, deposit in sample period . but the effect of interest rate tools is very small
granger因果关系检验与协整检验的结果说明样本期内采用的货币政策工具:信贷、货币供应量mo、汇率对消费价格、消费、股价、gdp、储蓄存款的作用是显著的,而利率工具的作用是很小的。
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