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ADF test statistic 单位根检验
ADF test is the most common method of unit root test. ADF检验是实际中最常用的单位根检验之一。
Abstract:ADF test is the most common method of unit root test. 摘要:ADF检验是实际中最常用的单位根检验之一。
In Chapter 3 we establish a stable money demand function model by using semilogarithmic model、ADF Test、Chow Test. 第三章分别使用了半对数模型、ADF检验、Chow检验分析等计量经济方法建立了稳定的狭义货币需求函数模型。
This article examines the interactions of the farmer family's per capital net income and the per capital GDP using the ADF test and Cointegration test. 对我国农民家庭人均纯收入与人均国内生产总值(GDP)之间的关系进行ADF平稳性检验、协整关系检验。
Abstract： In this paper, we provided the concept of long-memory.A diagnostic checking of long memory joined ADF test is given. 摘要：本文介绍了长记忆的概念，首次提出了一种与ADF检验相结合的长记忆性判断方法。
This article proves the linkage of interest rates between China and the USA by means of ADF Test and Cointegration Analysis. 摘要一般来说，利率在国家间的传导主要有两条渠道：国际贸易间的传导和资本自由流动下的利率平价机制。
Results The dependence between the parents transmissions has no effect on the distribution of test statistic. 结果亲代传递的不独立性并不影响检验统计量的统计特性。
The generalized likelihood ratio (GLR) test statistic under the null hypothesis is derived, and it is shown to be asymptotically normal. 计算出了零假设下广义似然比(GLR)检验统计量的表达式，给出了它的渐近分布，并对结果进行了模拟。
The method used the ADF test to analyze the clutter temporal-spatial variation, and used line-regress-method to test cointegration, then made that conclusion. 在平稳的基础上，使用相关长度刻划背景起伏的时空域相关性，得到两个结论。
If an SMTP request is received from the proxy, sender reputation verifies that the proxy is an open proxy and updates the open proxy test statistic for that sender. 如果收到来自该代理的SMTP请求,则发件人信誉将验证该代理是否是开放代理,并更新该发件人的开放代理测试统计信息。
ADF test was applied to test Shanghai Stock Index and its transaction volume. It was found that Shanghai Stock Index close value was a unit root process, the transaction volume was a trend stationary process and the market was efficient. 对上海证券指数收市价及成交量作了ADF检验 ;发现指数收市价存在有单位根 ;价格服从随机行走模型 ;成交量趋势平稳 ;市场是有效的 .
Taking the real differential digit as critical value and selecting lag truncation parameter to make root test have maximum power,the author compares the reliability of ADF test and PP test through their theoretical power. 以统计量的实际分位数为临界值,在选择滞后截断参数使单位根检验具有最高势的前提下,通过比较检验的势给出了ADF检验和PP检验可靠性的比较结果及其适用范围。
This paper points out the limitation in reliability comparison of ADF test and PP test,as well as in these tests programming. 指出了传统ADF检验与PP检验可靠性比较中存在的缺陷和不确定性以及这些检验本身存在的问题;
In study, We give a ADF test to data. We proxy inflation variability by the conditional variance of inflation generated by GARCH model, and to test the relation of the stock returns and variability, of variability and inflation. 本研究对相关数据进行ADF检验，非平稳数据进行差分平稳处理，通过GARCH模型确定通货膨胀不确定性，然后检验实际股票收益与通货膨胀不确定性、通胀不确定性与通货膨胀之间相关关系。
In order to validate the consistency of the filter, this paper also studies the criteria for con sistency of a filter, and gives the tested statistic. 为了验证该滤波方法对状态估计的一致性，研究了滤波器一致性的准则，并给出了检验的统计量。
generalized likelihood ratio test statistic 部分线性模型
Based on the MLE. of N,t he interval estimation and test statistics of N are given. 并在极大似然估计的基础上给出了 N的区间估计及检验统计量 .
A simple test will show if this is real gold. 简单的试验就能证明这是否是真金。
Non-parameter methods such as Ridit test method and wilcoxon test method can make sensory test statistical analysis efficient. 产品感官检验测试结果通常是计数资料或等级资料,这些检验结果用参数统计方法往往很难,甚至无法处理。