root test造句
例句与造句
- Unit root tests on time series with garch - skew - t error term
误差项的时序的单位根检验 - Unit root test for seasonal time series with seasonal linear trend
的时间序列模型的建立与分析 - Adf unit root test on time series with gjr - garch - skewt error term
利用加权对称估计量对季节性时间序列的单位根检验 - As usual , the unit root test is done ( with adf ) , and the ecm model is gradually adapted to the final equation
然后笔者用sas将二者合成,力求用最简单的方式最真实地反映决策约束。 - We test the convergence with unit root test of panel data to examine the trend of china rural development regional disparity
为了考察中国农村发展地区差距的变化趋势,我们采用面板数据单位根检验的不同方法对其收敛性进行了严格的计量检验。 - It's difficult to find root test in a sentence. 用root test造句挺难的
- Numerous hairy roots were induced from protocalli on ms medium without any growth regulator . the paper electrophoresis revealed that all of the regenerated hairy roots tested synthesized the corresponding opines
原生质体分裂形成的愈伤组织在无激素ms培养基上再分化出的发状根仍具冠瘿碱合成酶活性。 - Firstly , in the preface part , the paper elaborate the development process and mainresearch result of panel data analysis , including basic theories and the latest researchresult about unit root test and cointegration
首先在引言部分阐述了面板数据分析理论的发展历程和主要研究成果,包括面板数据分析的基本理论以及面板数据的单位根检验和协整分析等近期热点研究领域的最新成果。 - 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。 - Frist , this paper uses unit root test and cointegration techniques to study the correlations between chinese pulic capital and private capital formation , production efficiency and economic growth under the total production function by examining the sample from1978 to 2003
本文第一个工作是在总量生产函数的框架下,以1978 - 2003年为样本期,运用单位根检验和协整分析方法研究了中国公共资本和私人资本形成、产出效率与经济增长之间的相关性。 - 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。 - ( 3 ) how to design the bayesian test method about the parameter ' s linear hypothesis according to the relationship between the multivariate t distribution and f distribution . ( 4 ) the bayesian diagnosis and unit root test method about the random error series . ( 5 ) the bayesian mean value quality control chart when the variance is known and the mean value - standard error control chart when the variance is unknown
然后,研究了扩散先验分布下单方程模型参数的贝叶斯估计理论,证明了模型系数的后验分布为多元t分布,模型误差项方差的后验估计为逆gamma分布;根据多元t分布和f分布之间的关系,构造了模型系数线性假设检验的贝叶斯方法;根据hpd置信区间构造了随机误差序列自相关的贝叶斯诊断和单位根检验方法,并利用单方程模型的贝叶斯推断理论研究了方差已知时的贝叶斯均值控制图和方差未知时的贝叶斯均值?标准差控制图。 - The relations hip between the real estate price and residents ' disposable income in china is analyzed from the point of view of economics theory , then based on the data from 20 provinces from 1990 to 2005 , the relations hip between the real estate price and residents ' disposable income in china is verified through unit roots test , cointegration test and long - term model test ; finally , the basic policy suggestions are proposed based on the conclusion of theoretical and case analysis
摘要从经济学理论的角度阐述了我国房地产价格与居民可支配收入的关系;然后基于1990 ~ 2005年我国20个省份组成的面板数据,通过单位根检验,协整检验,建立长期模型检验,验证了我国房地产价格和居民可支配收入的关系;最后根据理论和实证分析得出的结论,提出了基本的政策建议。 - We research the stability of the three - factor model by using chow test and research the coefficient stationary by using unit root test , and forecast the coefficient of the model using arma 、 garch model . the results show that the model is instability in the long run , most coefficient is non - stationary , and we can preferably forecast the coefficient by using the arma 、 garch model . in the process of designing strategic investment portfolios and the strategic risk budgeting prevailing in resently which in order to control investment risk , the investors generally structure their portfolios in different industries
模型回归系数是测度投资对象系统风险的重要指标,我们利用chow检验对证券收益三因素模型结构的稳定性进行了分析研究,用adf检验对模型的三个回归系数的稳定性进行了实证分析,采用arma和garch模型对回归系数的预测能力进行了研究,结果表明组合三因素模型结构不稳定,但短期比长期结构稳定性要高;大部分组合回归系数时序稳定性较差,同时arma和garch模型对每个回归系数时间序列进行预测显示有较好的预测能力。 - The fifth chapter " stock price arfima , garch and figarch model " introduced different kinds of time series models including fractal model , method such as analysis of variance ( anova ) and unit root test to test the stability of time series , method and criteria to estimate the arfima , garch and figarch model
第五章介绍了股票价格的分形时间序列模型,介绍了检验时间序列平稳性的方差分析和单位根检验方法以及非平稳的处理方法, arfima , garch和figarch模型的建模方法和股票市场的分形特征和股票价格的figarcll模型叭穴参数估计方法和估计准则。
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