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- Time Trend Unit Root Process 趋势性单位根过程
- 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 .
- the unit root process 单位根过程
- A temperature stochastic process has been suggested with utilizing Vasicek mean reversion model, considering about seasonal effect and time trend. 本文主要参照均值回复模型,考虑气温的季节变化和长期趋势,建立反映气温变化的随机模型,应用1980至1999年北京日平均气温对模型参数进行估计。
- unit root process 单位根过程
- Dickey fuller test for a unit root! 单位根检验!
- ADF unit root process 单位根过程
- The new process is the root process of a new process group. 新进程是新进程组的根进程。
- Phillips,P.C.B.and P.Perron.Testing for a Unit Root in Time Series Regression[J].Biometrika,(75): p335-46. 陈磊.;中国转轨时期经济景气的测定和分析[J]
- Phillips, P. and P. Perron, 1988, “Testing for a unit root in time series regression”, Biometrika, 75, pp.335-46. 俞海琴、谢德宗和林师模,1994,“以时间序列频谱分析方法探讨整合与分隔市场理论对台湾股市适用性之研究”,台大管理论丛,5(1),页113-64。
- Companies in the Asia-Pacific region should build up innovation awareness, keep a close eye on time trend and continue to innovate. 我们亚太地区企业应该树立创新意识,紧跟时代潮流,不断创新。
- 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。
- However, with Johnston at the same time do not forget to choose the appropriate background and time trend, are more critical operation points. 但在跟庄的同时不要忘记,选择适当的大势背景及时间,是操作中较为关键的要点。
- 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。
- Dickey, D.A. and W.A.Fuller.Distribution of the estimator for autoregressive time series with a unit root [ M ] .Jour. of the American Statistical Association , (74), p427-31. 陈磊;张屹山.;中国转轨时期经济周期波动的谱分析[J]
- The results of these three tests indicate that the volatility process of SCI after shares separation reform has a unit root and displays strong persistence. 三种检验方法的结果都表明,股权分置改革后的上证综指收益率波动过程有单位根,波动呈现出很强的持续性。
- Based on the theory of structural breaks, we studied on the different structural breaks models in DGP, and proposed its test methods, which can distinguish unit root with structural breaks from trend stabilization with structural breaks. 本文基于结构突变理论,研究了数据生成过程中的几种不同结构突变模式,并对结构突变的单位根过程和结构突变的趋势稳定过程给出了不同结构突变模式的检验方法。
- Austria and Ireland have no significant time trend while Belgium,Germany,Greece,and Portugal have significant downward trends. 奥地利和爱尔兰没有什么显著的趋势,而比利时、德国、希腊和葡萄牙的趋势则是向下的。
- Unit root testing is the foundation of cointegration model and VEC model. 摘要单位根检验是协整建模及误差修正分析的基础与前提。
- Unit Root Test for Seasonal Time Series with Seasonal Linear Trend 带季节线性趋势的季节时间序列的单位根检验