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- Amongtlmeni, the test forweak-form efficiency includes unit root test, first-order serialcorrelation test,second-order serial correlation test, BDS test, RIS analysis andhurst index test. 其中,弱式有效性的实证分析包括:单位根检验、序列一阶相关性检验、序列二阶相关性检验、BDS检验、R/S分析和hurst指数检验等内容;
- serial correlation test 序列相关检验
- There exist positive serial correlation among the residuals. 残差之间存在正的序列相关。
- Historically, systems have worked because of serial correlation. 系统对过去有用是因为一些关联。
- In empirical results, this article uses WLS, TSLS, NLS after smoothing liquidity, and first-order serial correlation correction to test heteroscedasticity, endogenous and fluctuation in the model. 在具体的实施过程中,本文采用加权最小二乘法、两阶段最小二乘法、经过多项式平滑流动性以后的最小二乘法三种方式以及一阶序列相关修正,分别从异方差、内生性、波动性三个角度检验了模型。
- The correlation of a variable with itself over successive time intervals. Also called serial correlation. 一个变量在连续时间间隔内的相关性。也称为连续相关。
- The model can pass the Pearson and Spearman correlation test, which indicates the model is effective and steady. 从统计学角度来讲,该模型能够通过pearson积矩相关和Spearman秩相关的检验,具备一定的有效性和稳定性。
- Testing for serial correlation has long been a standard practice in applied econometric practice analysis. 摘要回归模型的序列相关检验是经济和金融数据分析中的一项重要的工作。
- All the products answer for the standard of communication industry in P.R.China and pass the correlation test. 所有产品均符合中华人民共和国通信行业标准,并通过相关测试要求。
- The positive serial correlation caused by nonsynchronous trading and nonsymmetry of feedback trading are also considered in the model. 实证模型还考虑了非同步交易引起的正序列相关以及反馈交易的非对称性。
- When we employ the Spearman Rank Correlation Test to evaluate the persistence, the result reveals the persistence does not exists in the long term. 因此基金短期间具有持续性现象,但长期间并不具有持续性现象。
- The Six Sigma Black Belt should be able to correctly apply EWMA charts to a process with serial correlation in the data. 西格玛黑带应能正确的将指数加权移动平均图应用到一个在数据上连续相关的过程。
- In the production of chlorinated isocyanuric acids, the smoking cause of bag filter was analyzed.Through a series of correlation test, the main cause was found and the safety measures were made. 对氯代异氰尿酸除尘设备冒烟事故的起因做了详细的分析,并通过相关试验找出了事故发生的主要原因,制定出安全防范的对策。
- If so have you accounted for serial correlation and the reduction in degrees of freedom brought about by correlating smoothed series? 如果是的话,你对序列的相关性和由相关的平滑序列所导致的自由度降低作出解释了吗?
- A review of results for related or correlated test attributes also can facilitate the investigation. 有关检测属性的结果审核也有助于调查。
- The linear correlation tests showed that there was a good positive corre-lation between DRA and DRS (r=0.9361, p<0.01). 红细胞洋地黄受体的活性与数目间有良好的正相关关系(r=0.;9361;p<0
- 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。
- partial serial correlation coefficient 偏序列相关系数
- positive serial correlation in demand 需求相关性
- Empirical Likelihood Ratio Test for Serial Correlation in Partial Linear Model 部分线性模型序列相关的经验似然比检验